+160.4%
EWY vs CFG
+38.1%
+122.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.3% | +0.7% |
| 7D | +6.7% | -0.6% | +7.3% | +6.8% |
| 30D | +17.0% | -4.5% | +21.5% | +18.6% |
| 3M | +3.7% | +6.3% | -2.7% | +1.0% |
| 6M | +42.5% | +20.6% | +21.9% | +31.6% |
| YTD | +96.2% | +21.2% | +75.0% | +81.7% |
| 1Y | +160.4% | +38.2% | +122.2% | +137.7% |
| All | +160.4% | +38.1% | +122.2% | +137.7% |
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 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