+196.8%
EWY vs CF
+561.7%
-365.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.7% | +3.4% | +4.0% |
| 7D | -10.4% | -3.2% | -7.2% | -10.1% |
| 30D | -25.4% | +4.3% | -29.7% | -26.1% |
| 3M | -16.5% | +2.8% | -19.3% | -17.3% |
| 6M | -24.7% | +0.6% | -25.3% | -25.7% |
| YTD | +40.9% | +56.6% | -15.7% | +24.2% |
| 1Y | +49.8% | +49.6% | +0.2% | +33.1% |
| 3Y | +134.8% | +61.5% | +73.3% | +101.0% |
| 5Y | +91.4% | +124.0% | -32.5% | +43.4% |
| All | +196.8% | +561.7% | -365.0% | +93.0% |
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