+148.1%
EWY vs CFG
+100.9%
+47.2%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.7% | +0.9% |
| 7D | +8.0% | +2.7% | +5.3% | +7.2% |
| 30D | +14.3% | -3.7% | +18.0% | +15.5% |
| 3M | +2.3% | +9.5% | -7.2% | -0.5% |
| 6M | +49.9% | +22.2% | +27.6% | +41.2% |
| YTD | +95.3% | +22.3% | +73.0% | +83.9% |
| 1Y | +161.7% | +39.4% | +122.3% | +137.4% |
| 3Y | +230.2% | +188.5% | +41.7% | +138.2% |
| 5Y | +148.1% | +101.5% | +46.6% | +97.1% |
| All | +148.1% | +100.9% | +47.2% | +97.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling