+1,250.3%
EWY vs CHD
+3,978.6%
-2,728.2%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +0.8% |
| 7D | +6.7% | -4.2% | +10.8% | +7.9% |
| 30D | +17.0% | -7.6% | +24.5% | +19.3% |
| 3M | +3.7% | -1.6% | +5.3% | +3.2% |
| 6M | +42.5% | -6.3% | +48.8% | +43.6% |
| YTD | +96.2% | +14.6% | +81.6% | +85.9% |
| 1Y | +160.4% | +1.6% | +158.8% | +154.8% |
| 3Y | +231.7% | +3.1% | +228.5% | +217.3% |
| 5Y | +153.3% | +21.1% | +132.2% | +125.6% |
| 10Y | +308.8% | +128.6% | +180.2% | +177.9% |
| All | +1,250.3% | +3,978.6% | -2,728.2% | +393.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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