+305.4%
EWY vs CG
+351.2%
-45.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.6% | +6.2% | +5.1% |
| 7D | +4.8% | -4.3% | +9.1% | +6.3% |
| 30D | +11.7% | -5.1% | +16.7% | +13.3% |
| 3M | -7.4% | +8.7% | -16.1% | -10.0% |
| 6M | +40.6% | -9.2% | +49.8% | +44.5% |
| YTD | +94.3% | -18.9% | +113.1% | +105.5% |
| 1Y | +164.3% | -25.6% | +189.9% | +186.0% |
| 3Y | +221.0% | +57.3% | +163.7% | +164.1% |
| 5Y | +139.1% | +10.2% | +129.0% | +112.0% |
| 10Y | +298.8% | +364.2% | -65.4% | +127.9% |
| All | +305.4% | +351.2% | -45.7% | +127.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling