+55.2%
EWY vs CG
-25.8%
+81.0%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.0% | -2.8% | -2.2% |
| 7D | +4.2% | +0.2% | +4.0% | +4.0% |
| 30D | -10.7% | +11.2% | -21.9% | -14.2% |
| 3M | -20.1% | -22.1% | +2.0% | -11.4% |
| 6M | -24.3% | -17.9% | -6.4% | -17.9% |
| YTD | +46.9% | -31.3% | +78.2% | +61.6% |
| 1Y | +55.2% | -24.0% | +79.2% | +63.3% |
| All | +55.2% | -25.8% | +81.0% | +63.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling