+1,250.3%
EWY vs CAH
+1,283.1%
-32.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.5% |
| 7D | +6.7% | -2.2% | +8.9% | +7.5% |
| 30D | +17.0% | +1.2% | +15.8% | +16.3% |
| 3M | +3.7% | +13.1% | -9.4% | -1.3% |
| 6M | +42.5% | +8.5% | +34.0% | +36.9% |
| YTD | +96.2% | +17.6% | +78.6% | +82.6% |
| 1Y | +160.4% | +60.7% | +99.7% | +114.0% |
| 3Y | +231.7% | +183.2% | +48.5% | +115.3% |
| 5Y | +153.3% | +402.2% | -248.9% | +29.0% |
| 10Y | +308.8% | +302.3% | +6.5% | +106.8% |
| All | +1,250.3% | +1,283.1% | -32.8% | +315.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling