+229.5%
EWY vs CFG
+216.2%
+13.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.4% | -2.0% |
| 7D | +4.2% | +3.2% | +1.0% | +3.3% |
| 30D | -10.7% | +5.1% | -15.8% | -11.9% |
| 3M | -20.1% | -11.2% | -8.8% | -17.3% |
| 6M | -24.3% | +9.6% | -33.9% | -26.6% |
| YTD | +46.9% | +15.0% | +31.9% | +40.4% |
| 1Y | +55.2% | +29.9% | +25.3% | +43.1% |
| 3Y | +157.0% | +192.1% | -35.1% | +81.6% |
| 5Y | +98.9% | +62.3% | +36.6% | +63.3% |
| All | +229.5% | +216.2% | +13.3% | +115.6% |
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