+1,236.8%
EWY vs CAG
+143.0%
+1,093.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.9% | +5.5% | +4.8% |
| 7D | +4.8% | -3.8% | +8.6% | +5.7% |
| 30D | +11.7% | +3.1% | +8.5% | +10.7% |
| 3M | -7.4% | +23.5% | -30.9% | -13.1% |
| 6M | +40.6% | -14.8% | +55.4% | +44.9% |
| YTD | +94.3% | -5.4% | +99.7% | +94.2% |
| 1Y | +164.3% | -11.8% | +176.1% | +168.2% |
| 3Y | +221.0% | -36.7% | +257.6% | +250.4% |
| 5Y | +139.1% | -40.3% | +179.4% | +161.9% |
| 10Y | +298.8% | -37.0% | +335.8% | +300.7% |
| All | +1,236.8% | +143.0% | +1,093.8% | +704.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling