+401.4%
EWY vs CF
+5,315.1%
-4,913.7%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.7% | +3.4% | +3.9% |
| 7D | -10.4% | -3.2% | -7.2% | -9.9% |
| 30D | -25.4% | +4.3% | -29.7% | -26.7% |
| 3M | -16.5% | +2.8% | -19.3% | -18.1% |
| 6M | -24.7% | +0.6% | -25.3% | -26.6% |
| YTD | +40.9% | +56.6% | -15.7% | +17.3% |
| 1Y | +49.8% | +49.6% | +0.2% | +26.2% |
| 3Y | +134.8% | +61.5% | +73.3% | +88.1% |
| 5Y | +91.4% | +124.0% | -32.5% | +30.1% |
| 10Y | +204.3% | +573.2% | -368.9% | +30.0% |
| All | +401.4% | +5,315.1% | -4,913.7% | -13.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling