+164.3%
EWY vs CBOE
+29.2%
+135.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | 0.0% | +4.6% | +4.6% |
| 7D | +4.8% | -3.6% | +8.4% | +3.6% |
| 30D | +11.7% | +5.1% | +6.6% | +13.6% |
| 3M | -7.4% | +4.6% | -12.0% | -4.6% |
| 6M | +40.6% | -0.3% | +40.8% | +46.3% |
| YTD | +94.3% | +19.8% | +74.5% | +113.3% |
| 1Y | +164.3% | +28.4% | +135.9% | +196.6% |
| All | +164.3% | +29.2% | +135.1% | +196.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 1y: compounded portfolio wealth divided by compounded CBOE 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…
1y analysis · Full analysis span regression · 6 months rolling