+308.8%
EWY vs CB
+219.8%
+89.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.4% |
| 7D | +6.7% | -0.5% | +7.2% | +6.8% |
| 30D | +17.0% | -3.1% | +20.0% | +17.8% |
| 3M | +3.7% | +4.2% | -0.5% | +1.2% |
| 6M | +42.5% | +4.7% | +37.8% | +37.9% |
| YTD | +96.2% | +8.8% | +87.4% | +86.8% |
| 1Y | +160.4% | +22.6% | +137.7% | +136.1% |
| 3Y | +231.7% | +70.6% | +161.1% | +157.7% |
| 5Y | +153.3% | +99.4% | +53.8% | +80.2% |
| 10Y | +308.8% | +223.5% | +85.4% | +124.0% |
| All | +308.8% | +219.8% | +89.1% | +124.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling