+226.4%
EWY vs CAG
-37.6%
+264.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.4% | +0.3% |
| 7D | +6.7% | -6.6% | +13.3% | +5.9% |
| 30D | +17.0% | +2.3% | +14.7% | +17.2% |
| 3M | +3.7% | +16.3% | -12.6% | +5.3% |
| 6M | +42.5% | -16.0% | +58.5% | +46.4% |
| YTD | +96.2% | -7.7% | +103.9% | +101.3% |
| 1Y | +160.4% | -16.0% | +176.4% | +167.6% |
| All | +226.4% | -37.6% | +264.0% | +239.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling