+228.6%
EWY vs CF
+77.0%
+151.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -3.2% | +7.8% | +4.3% |
| 7D | +4.8% | +6.0% | -1.2% | +5.5% |
| 30D | +11.7% | +14.8% | -3.2% | +13.3% |
| 3M | -7.4% | +14.1% | -21.5% | -6.0% |
| 6M | +40.6% | +28.5% | +12.0% | +38.9% |
| YTD | +94.3% | +74.9% | +19.3% | +83.4% |
| 1Y | +164.3% | +61.7% | +102.6% | +151.6% |
| All | +228.6% | +77.0% | +151.6% | +197.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling