+230.2%
EWY vs CFG
+193.0%
+37.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.7% | +0.8% |
| 7D | +8.0% | +2.7% | +5.3% | +7.3% |
| 30D | +14.3% | -3.7% | +18.0% | +15.4% |
| 3M | +2.3% | +9.5% | -7.2% | -0.4% |
| 6M | +49.9% | +22.2% | +27.6% | +41.6% |
| YTD | +95.3% | +22.3% | +73.0% | +84.6% |
| 1Y | +161.7% | +39.4% | +122.3% | +139.4% |
| 3Y | +230.2% | +188.5% | +41.7% | +145.2% |
| All | +230.2% | +193.0% | +37.2% | +145.2% |
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