+62.4%
EWY vs CDE
+0.7%
+61.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +8.7% | -10.6% | -5.3% |
| 7D | -8.3% | +1.1% | -9.4% | -8.9% |
| 30D | -20.5% | -14.5% | -6.1% | -15.8% |
| 3M | -11.1% | -10.1% | -1.1% | -8.6% |
| 6M | -7.0% | -16.9% | +9.9% | -1.7% |
| YTD | +56.5% | -18.1% | +74.6% | +73.5% |
| 1Y | +62.4% | +5.6% | +56.8% | +74.6% |
| All | +62.4% | +0.7% | +61.7% | +74.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CDE.
Daily Out/Under-Performance
Portfolio return minus CDE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDE 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 CDE 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