+219.4%
EWY vs CF
+546.3%
-326.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.1% | +3.8% | +3.7% |
| 7D | -6.3% | -0.9% | -5.4% | -6.3% |
| 30D | -19.8% | +6.9% | -26.8% | -20.8% |
| 3M | -14.4% | +4.8% | -19.3% | -15.5% |
| 6M | -25.3% | +4.7% | -30.0% | -26.8% |
| YTD | +46.2% | +56.5% | -10.3% | +28.5% |
| 1Y | +58.3% | +48.4% | +9.9% | +40.5% |
| 3Y | +155.0% | +59.1% | +95.8% | +118.3% |
| 5Y | +99.5% | +109.5% | -10.1% | +51.2% |
| 10Y | +219.4% | +487.0% | -267.5% | +90.9% |
| All | +219.4% | +546.3% | -326.8% | +90.9% |
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