+290.8%
EWY vs CHRW
+182.4%
+108.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.3% | -5.5% | -4.5% |
| 7D | +1.2% | +4.4% | -3.1% | +0.3% |
| 30D | +9.3% | +5.5% | +3.8% | +7.9% |
| 3M | +2.4% | -17.3% | +19.7% | +6.1% |
| 6M | +40.3% | -12.7% | +52.9% | +43.1% |
| YTD | +88.0% | -4.1% | +92.1% | +86.6% |
| 1Y | +143.8% | +21.2% | +122.6% | +127.8% |
| 3Y | +217.8% | +88.9% | +128.9% | +157.8% |
| 5Y | +142.7% | +93.1% | +49.6% | +90.6% |
| All | +290.8% | +182.4% | +108.3% | +160.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 CHRW 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