+228.6%
EWY vs CAPR
+56.4%
+172.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.3% | +3.3% | +4.6% |
| 7D | +4.8% | -2.0% | +6.8% | +4.8% |
| 30D | +11.7% | +139.2% | -127.5% | +10.9% |
| 3M | -7.4% | -66.4% | +59.0% | -7.1% |
| 6M | +40.6% | -63.1% | +103.7% | +41.0% |
| YTD | +94.3% | -67.4% | +161.7% | +94.9% |
| 1Y | +164.3% | +58.2% | +106.0% | +159.9% |
| All | +228.6% | +56.4% | +172.2% | +210.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 3y: compounded portfolio wealth divided by compounded CAPR 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…
3y analysis · Full analysis span regression · 6 months rolling