+164.3%
EWY vs CAH
+65.8%
+98.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.6% | +5.2% | +4.5% |
| 7D | +4.8% | +5.4% | -0.6% | +5.5% |
| 30D | +11.7% | +3.3% | +8.3% | +12.1% |
| 3M | -7.4% | +22.8% | -30.2% | -5.7% |
| 6M | +40.6% | +11.3% | +29.3% | +43.7% |
| YTD | +94.3% | +21.1% | +73.1% | +101.3% |
| 1Y | +164.3% | +67.2% | +97.0% | +188.8% |
| All | +164.3% | +65.8% | +98.5% | +188.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 CAH 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