+159.2%
EWY vs CB
+22.6%
+136.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.0% | -1.1% |
| 7D | +8.0% | -0.6% | +8.6% | +7.3% |
| 30D | +14.3% | -3.9% | +18.2% | +9.7% |
| 3M | +2.3% | +4.9% | -2.6% | +9.2% |
| 6M | +49.9% | +3.3% | +46.6% | +61.5% |
| YTD | +95.3% | +8.5% | +86.8% | +118.0% |
| All | +159.2% | +22.6% | +136.6% | +209.0% |
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 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