+147.9%
EWY vs CFG
+187.2%
-39.3%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.6% | -1.9% |
| 7D | -10.2% | +0.7% | -10.9% | -10.3% |
| 30D | -21.5% | +2.8% | -24.3% | -21.9% |
| 3M | -14.7% | -10.1% | -4.6% | -12.3% |
| 6M | -26.8% | +3.2% | -30.0% | -27.7% |
| YTD | +43.2% | +14.2% | +29.0% | +37.8% |
| 1Y | +48.7% | +27.4% | +21.3% | +39.6% |
| 3Y | +147.9% | +187.6% | -39.6% | +90.0% |
| All | +147.9% | +187.2% | -39.3% | +90.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling