+62.4%
EWY vs CAG
-6.8%
+69.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +6.0% | -7.9% | +0.4% |
| 7D | -8.3% | +9.7% | -18.0% | -4.8% |
| 30D | -20.5% | +15.8% | -36.3% | -15.8% |
| 3M | -11.1% | +1.8% | -12.9% | -9.3% |
| 6M | -7.0% | +11.5% | -18.5% | -0.1% |
| YTD | +56.5% | -6.7% | +63.2% | +73.2% |
| 1Y | +62.4% | -5.6% | +68.1% | +79.3% |
| All | +62.4% | -6.8% | +69.3% | +79.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 1y: compounded portfolio wealth divided by compounded CAG 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…
1y analysis · Full analysis span regression · 6 months rolling