+441.4%
EWY vs CARR
+421.5%
+19.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.4% | +1.8% | +2.8% |
| 7D | -0.1% | -3.8% | +3.7% | +1.1% |
| 30D | +7.3% | -8.9% | +16.2% | +10.4% |
| 3M | -5.1% | -17.3% | +12.2% | +0.8% |
| 6M | +42.1% | -1.4% | +43.4% | +43.7% |
| YTD | +94.1% | +10.0% | +84.1% | +91.0% |
| 1Y | +147.8% | -6.4% | +154.2% | +153.3% |
| 3Y | +222.9% | +1.5% | +221.4% | +217.2% |
| 5Y | +150.6% | +9.3% | +141.3% | +134.6% |
| All | +441.4% | +421.5% | +19.9% | +309.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling