+99.5%
EWY vs CB
+102.8%
-3.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.4% | +4.1% | +3.7% |
| 7D | -6.3% | -1.5% | -4.8% | -6.3% |
| 30D | -19.8% | +6.5% | -26.3% | -19.6% |
| 3M | -14.4% | +4.1% | -18.5% | -14.2% |
| 6M | -25.3% | +14.4% | -39.7% | -25.9% |
| YTD | +46.2% | +17.5% | +28.7% | +44.0% |
| 1Y | +58.3% | +27.5% | +30.7% | +53.1% |
| 3Y | +155.0% | +71.6% | +83.4% | +123.0% |
| 5Y | +99.5% | +100.6% | -1.2% | +61.2% |
| All | +99.5% | +102.8% | -3.4% | +61.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling