+286.5%
EWY vs CF
+575.3%
-288.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -3.2% | +7.8% | +5.1% |
| 7D | +4.8% | +6.0% | -1.2% | +3.8% |
| 30D | +11.7% | +14.8% | -3.2% | +9.2% |
| 3M | -7.4% | +14.1% | -21.5% | -9.7% |
| 6M | +40.6% | +28.5% | +12.0% | +30.8% |
| YTD | +94.3% | +74.9% | +19.3% | +69.1% |
| 1Y | +164.3% | +61.7% | +102.6% | +133.2% |
| 3Y | +221.0% | +80.3% | +140.7% | +170.9% |
| 5Y | +139.1% | +226.0% | -86.8% | +64.6% |
| All | +286.5% | +575.3% | -288.8% | +130.1% |
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