-23.4%
EWY vs CB
+15.8%
-39.2%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.3% | +5.9% | +6.8% |
| 7D | -2.8% | -1.0% | -1.8% | -4.6% |
| 30D | -13.1% | +7.3% | -20.4% | -0.4% |
| 3M | -11.6% | +7.0% | -18.6% | +0.8% |
| 6M | -23.4% | +16.3% | -39.7% | +18.0% |
| All | -23.4% | +15.8% | -39.2% | +18.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling