+153.3%
EWY vs CG
+5.5%
+147.8%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.0% | +4.5% | +1.7% |
| 7D | +6.7% | -6.4% | +13.1% | +8.9% |
| 30D | +17.0% | -7.1% | +24.0% | +19.5% |
| 3M | +3.7% | -1.6% | +5.2% | +3.9% |
| 6M | +42.5% | -8.3% | +50.8% | +46.1% |
| YTD | +96.2% | -23.8% | +120.0% | +111.5% |
| 1Y | +160.4% | -28.7% | +189.1% | +185.2% |
| 3Y | +231.7% | +49.2% | +182.5% | +173.9% |
| 5Y | +153.3% | +5.5% | +147.8% | +122.6% |
| All | +153.3% | +5.5% | +147.8% | +122.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling