+237.8%
EWY vs CFG
+224.4%
+13.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.9% | +5.3% | +5.9% |
| 7D | -2.8% | -0.8% | -2.0% | -2.5% |
| 30D | -13.1% | +3.1% | -16.2% | -13.8% |
| 3M | -11.6% | -9.7% | -1.9% | -9.0% |
| 6M | -23.4% | +6.7% | -30.1% | -25.1% |
| YTD | +52.0% | +15.2% | +36.9% | +45.3% |
| 1Y | +58.6% | +28.8% | +29.8% | +46.7% |
| 3Y | +163.3% | +190.1% | -26.7% | +86.6% |
| 5Y | +108.7% | +63.4% | +45.3% | +71.1% |
| 10Y | +237.8% | +219.8% | +18.0% | +123.7% |
| All | +237.8% | +224.4% | +13.4% | +123.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling