+43.2%
EWZ vs CPNG
-74.3%
+117.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.3% |
| 7D | +1.3% | +7.2% | -5.9% | +0.4% |
| 30D | -26.2% | +3.2% | -29.4% | -26.5% |
| 3M | -8.6% | +0.9% | -9.5% | -8.9% |
| 6M | -17.0% | -3.8% | -13.2% | -17.2% |
| YTD | +2.2% | -30.8% | +32.9% | +5.2% |
| 1Y | +2.7% | -43.5% | +46.2% | +8.1% |
| 3Y | +18.2% | +6.6% | +11.6% | +15.1% |
| 5Y | +56.0% | -45.3% | +101.3% | +54.6% |
| All | +43.2% | -74.3% | +117.4% | +44.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CPNG.
Daily Out/Under-Performance
Portfolio return minus CPNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPNG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CPNG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling