+301.2%
EWY vs CAPR
-98.9%
+400.0%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +26.5% | -20.3% | +5.9% |
| 7D | -2.8% | +25.8% | -28.6% | -3.1% |
| 30D | -13.1% | +50.2% | -63.3% | -13.6% |
| 3M | -11.6% | +185.5% | -197.1% | -13.0% |
| 6M | -23.4% | -64.8% | +41.5% | -23.1% |
| YTD | +52.0% | -61.1% | +113.2% | +52.2% |
| 1Y | +58.6% | +81.0% | -22.4% | +52.0% |
| 3Y | +163.3% | +300.7% | -137.4% | +145.2% |
| 5Y | +108.7% | +223.3% | -114.7% | +93.4% |
| 10Y | +237.8% | -58.8% | +296.5% | +202.9% |
| All | +301.2% | -98.9% | +400.0% | +248.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling