+62.4%
EWY vs CB
+34.9%
+27.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.1% | -4.0% | +0.8% |
| 7D | -8.3% | +5.3% | -13.6% | -1.9% |
| 30D | -20.5% | +13.2% | -33.8% | -6.2% |
| 3M | -11.1% | +7.8% | -18.9% | -1.0% |
| 6M | -7.0% | +15.8% | -22.8% | +17.3% |
| YTD | +56.5% | +21.0% | +35.5% | +105.5% |
| 1Y | +62.4% | +32.2% | +30.2% | +121.1% |
| All | +62.4% | +34.9% | +27.6% | +121.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 CB 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