+230.2%
EWY vs CB
+70.7%
+159.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.0% | +0.1% |
| 7D | +8.0% | -0.6% | +8.6% | +7.8% |
| 30D | +14.3% | -3.9% | +18.2% | +13.1% |
| 3M | +2.3% | +4.9% | -2.6% | +3.3% |
| 6M | +49.9% | +3.3% | +46.6% | +51.6% |
| YTD | +95.3% | +8.5% | +86.8% | +97.6% |
| 1Y | +161.7% | +22.1% | +139.7% | +162.3% |
| 3Y | +230.2% | +70.1% | +160.0% | +199.3% |
| All | +230.2% | +70.7% | +159.5% | +199.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling