+189.4%
EWY vs CFG
+358.5%
-169.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.4% |
| 7D | +10.4% | +1.6% | +8.8% | +9.9% |
| 30D | -12.7% | +3.3% | -16.0% | -13.5% |
| 3M | -17.3% | -11.5% | -5.8% | -14.4% |
| 6M | -18.6% | +6.2% | -24.8% | -20.3% |
| YTD | +49.5% | +14.3% | +35.3% | +43.3% |
| 1Y | +55.0% | +26.7% | +28.2% | +44.0% |
| 3Y | +159.0% | +187.8% | -28.8% | +84.4% |
| 5Y | +102.5% | +61.3% | +41.2% | +66.7% |
| 10Y | +232.2% | +217.2% | +15.0% | +102.1% |
| All | +189.4% | +358.5% | -169.0% | +59.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling