+910.6%
EWY vs CAG
+133.9%
+776.7%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.2% | -3.0% | -2.1% |
| 7D | +4.2% | -3.3% | +7.6% | +5.0% |
| 30D | -10.7% | +7.7% | -18.3% | -12.8% |
| 3M | -20.1% | -3.2% | -16.9% | -20.2% |
| 6M | -24.3% | +7.0% | -31.3% | -27.1% |
| YTD | +46.9% | -9.0% | +55.8% | +47.0% |
| 1Y | +55.2% | -9.6% | +64.8% | +55.5% |
| 3Y | +157.0% | -36.0% | +192.9% | +177.2% |
| 5Y | +98.9% | -40.9% | +139.7% | +116.4% |
| 10Y | +226.3% | -37.3% | +263.6% | +224.9% |
| All | +910.6% | +133.9% | +776.7% | +508.9% |
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