+222.9%
EWY vs CBOE
+89.1%
+133.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -2.2% | +5.5% | +2.7% |
| 7D | -0.1% | -5.8% | +5.7% | -1.5% |
| 30D | +7.3% | -3.1% | +10.5% | +6.6% |
| 3M | -5.1% | -4.8% | -0.4% | -5.0% |
| 6M | +42.1% | -0.6% | +42.6% | +43.9% |
| YTD | +94.1% | +12.8% | +81.3% | +100.4% |
| 1Y | +147.8% | +19.8% | +128.1% | +158.0% |
| 3Y | +222.9% | +86.9% | +136.0% | +235.2% |
| All | +222.9% | +89.1% | +133.8% | +235.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling