+62.4%
EWY vs CAH
+38.5%
+23.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.6% | -5.5% | -1.3% |
| 7D | -8.3% | +7.0% | -15.3% | -7.2% |
| 30D | -20.5% | +12.4% | -32.9% | -19.1% |
| 3M | -11.1% | +12.2% | -23.3% | -9.5% |
| 6M | -7.0% | +33.2% | -40.2% | -5.9% |
| YTD | +56.5% | +28.4% | +28.1% | +65.3% |
| 1Y | +62.4% | +35.0% | +27.4% | +73.8% |
| All | +62.4% | +38.5% | +23.9% | +73.8% |
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