+229.5%
EWY vs CF
+479.1%
-249.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.9% | -1.8% |
| 7D | +4.2% | +4.8% | -0.6% | +3.5% |
| 30D | -10.7% | +4.7% | -15.4% | -11.5% |
| 3M | -20.1% | +7.4% | -27.5% | -21.3% |
| 6M | -24.3% | +0.6% | -24.9% | -25.1% |
| YTD | +46.9% | +64.1% | -17.2% | +28.2% |
| 1Y | +55.2% | +51.4% | +3.8% | +37.6% |
| 3Y | +157.0% | +67.8% | +89.2% | +118.1% |
| 5Y | +98.9% | +114.1% | -15.3% | +50.6% |
| All | +229.5% | +479.1% | -249.5% | +92.1% |
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