+1,236.8%
EWY vs CB
+2,113.7%
-876.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.9% | +6.5% | +5.4% |
| 7D | +4.8% | +0.5% | +4.3% | +4.5% |
| 30D | +11.7% | -3.1% | +14.8% | +12.9% |
| 3M | -7.4% | +9.0% | -16.4% | -12.3% |
| 6M | +40.6% | +2.9% | +37.7% | +35.8% |
| YTD | +94.3% | +10.1% | +84.2% | +81.7% |
| 1Y | +164.3% | +22.8% | +141.5% | +134.7% |
| 3Y | +221.0% | +73.8% | +147.2% | +139.7% |
| 5Y | +139.1% | +99.2% | +40.0% | +64.9% |
| 10Y | +298.8% | +218.2% | +80.6% | +111.9% |
| All | +1,236.8% | +2,113.7% | -876.8% | +229.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling