+164.3%
EWY vs CARR
-3.6%
+167.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.1% | +3.5% | +4.0% |
| 7D | +4.8% | +1.6% | +3.2% | +3.8% |
| 30D | +11.7% | -8.7% | +20.4% | +18.1% |
| 3M | -7.4% | -12.6% | +5.2% | +1.1% |
| 6M | +40.6% | -1.5% | +42.1% | +43.0% |
| YTD | +94.3% | +14.3% | +80.0% | +92.0% |
| 1Y | +164.3% | -4.6% | +168.9% | +165.3% |
| All | +164.3% | -3.6% | +167.9% | +165.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR 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 CARR 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