+235.5%
EWY vs CF
+478.3%
-242.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.4% | -3.0% | -1.8% |
| 7D | +10.4% | +5.4% | +5.1% | +9.6% |
| 30D | -12.7% | +6.5% | -19.3% | -13.7% |
| 3M | -17.3% | +4.6% | -22.0% | -18.3% |
| 6M | -18.6% | -3.3% | -15.2% | -18.9% |
| YTD | +49.5% | +63.9% | -14.3% | +30.5% |
| 1Y | +55.0% | +50.4% | +4.5% | +37.6% |
| 3Y | +159.0% | +68.2% | +90.7% | +119.7% |
| 5Y | +102.5% | +113.8% | -11.4% | +53.4% |
| All | +235.5% | +478.3% | -242.7% | +95.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 10y: compounded portfolio wealth divided by compounded CF 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…
10y analysis · Full analysis span regression · 6 months rolling