+161.7%
EWY vs CF
+60.9%
+100.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.2% | +0.8% |
| 7D | +8.0% | -0.9% | +9.0% | +7.7% |
| 30D | +14.3% | +18.1% | -3.7% | +21.8% |
| 3M | +2.3% | +23.4% | -21.1% | +11.1% |
| 6M | +49.9% | +17.1% | +32.8% | +58.4% |
| YTD | +95.3% | +76.2% | +19.1% | +99.8% |
| 1Y | +161.7% | +62.3% | +99.5% | +172.3% |
| All | +161.7% | +60.9% | +100.8% | +172.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling