+164.3%
EWY vs CFG
+40.4%
+123.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.1% | +4.7% | +4.6% |
| 7D | +4.8% | +1.5% | +3.3% | +4.3% |
| 30D | +11.7% | -3.8% | +15.5% | +13.0% |
| 3M | -7.4% | +11.5% | -18.9% | -11.3% |
| 6M | +40.6% | +19.2% | +21.4% | +30.3% |
| YTD | +94.3% | +23.7% | +70.6% | +78.9% |
| 1Y | +164.3% | +38.8% | +125.4% | +141.1% |
| All | +164.3% | +40.4% | +123.9% | +141.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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