+55.2%
EWY vs CFG
+28.3%
+26.9%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.4% | -2.0% |
| 7D | +4.2% | +3.2% | +1.0% | +2.9% |
| 30D | -10.7% | +5.1% | -15.8% | -12.1% |
| 3M | -20.1% | -11.2% | -8.8% | -16.4% |
| 6M | -24.3% | +9.6% | -33.9% | -28.3% |
| YTD | +46.9% | +15.0% | +31.9% | +34.8% |
| 1Y | +55.2% | +29.9% | +25.3% | +38.8% |
| All | +55.2% | +28.3% | +26.9% | +38.8% |
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