+303.5%
EWY vs CAG
-36.2%
+339.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.7% | +3.9% | +3.3% |
| 7D | -0.1% | -5.7% | +5.6% | +0.3% |
| 30D | +7.3% | -2.4% | +9.7% | +7.4% |
| 3M | -5.1% | +9.8% | -14.9% | -6.0% |
| 6M | +42.1% | -10.8% | +52.9% | +43.7% |
| YTD | +94.1% | -10.8% | +104.9% | +96.1% |
| 1Y | +147.8% | -19.0% | +166.8% | +152.7% |
| 3Y | +222.9% | -39.7% | +262.6% | +238.2% |
| 5Y | +150.6% | -43.0% | +193.6% | +163.2% |
| All | +303.5% | -36.2% | +339.7% | +314.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling