+229.5%
EWY vs CG
+278.5%
-48.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.0% | -2.8% | -2.1% |
| 7D | +4.2% | +0.2% | +4.0% | +4.1% |
| 30D | -10.7% | +11.2% | -21.9% | -14.0% |
| 3M | -20.1% | -22.1% | +2.0% | -13.2% |
| 6M | -24.3% | -17.9% | -6.4% | -19.4% |
| YTD | +46.9% | -31.3% | +78.2% | +64.8% |
| 1Y | +55.2% | -24.0% | +79.2% | +68.1% |
| 3Y | +157.0% | +45.0% | +112.0% | +112.0% |
| 5Y | +98.9% | -22.6% | +121.5% | +97.2% |
| All | +229.5% | +278.5% | -48.9% | +94.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 10y: compounded portfolio wealth divided by compounded CG 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…
10y analysis · Full analysis span regression · 6 months rolling