+1,235.8%
EWY vs CDE
-28.3%
+1,264.1%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.2% | +2.1% | +3.1% |
| 7D | -0.1% | -3.1% | +3.0% | +0.3% |
| 30D | +7.3% | +9.5% | -2.2% | +6.1% |
| 3M | -5.1% | +25.5% | -30.6% | -7.8% |
| 6M | +42.1% | -7.9% | +50.0% | +43.1% |
| YTD | +94.1% | +15.6% | +78.6% | +89.9% |
| 1Y | +147.8% | +34.0% | +113.8% | +136.6% |
| 3Y | +222.9% | +791.9% | -569.0% | +140.4% |
| 5Y | +150.6% | +197.7% | -47.1% | +101.9% |
| 10Y | +304.4% | +55.0% | +249.4% | +211.5% |
| All | +1,235.8% | -28.3% | +1,264.1% | +818.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling