+303.5%
EWY vs CAH
+294.8%
+8.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.6% | +3.9% | +3.4% |
| 7D | -0.1% | -5.1% | +5.0% | +1.0% |
| 30D | +7.3% | +0.2% | +7.1% | +7.2% |
| 3M | -5.1% | +6.3% | -11.4% | -6.7% |
| 6M | +42.1% | +9.4% | +32.7% | +38.4% |
| YTD | +94.1% | +15.0% | +79.2% | +86.9% |
| 1Y | +147.8% | +55.4% | +92.4% | +120.8% |
| 3Y | +222.9% | +173.8% | +49.1% | +145.3% |
| 5Y | +150.6% | +395.2% | -244.6% | +59.9% |
| All | +303.5% | +294.8% | +8.7% | +161.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling