+885.1%
EWY vs CB
+2,299.2%
-1,414.1%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.6% | -3.6% | -2.7% |
| 7D | -10.2% | +0.7% | -10.9% | -10.5% |
| 30D | -21.5% | +8.2% | -29.7% | -24.2% |
| 3M | -14.7% | +6.3% | -21.0% | -17.4% |
| 6M | -26.8% | +16.2% | -43.0% | -32.9% |
| YTD | +43.2% | +19.3% | +23.8% | +29.0% |
| 1Y | +48.7% | +29.2% | +19.5% | +29.3% |
| 3Y | +147.9% | +71.4% | +76.5% | +86.1% |
| 5Y | +98.8% | +104.2% | -5.4% | +35.6% |
| 10Y | +216.5% | +246.7% | -30.1% | +61.7% |
| All | +885.1% | +2,299.2% | -1,414.1% | +133.4% |
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