+142.7%
EWY vs CHRW
+94.0%
+48.7%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.3% | -5.5% | -4.4% |
| 7D | +1.2% | +4.4% | -3.1% | +0.6% |
| 30D | +9.3% | +5.5% | +3.8% | +8.3% |
| 3M | +2.4% | -17.3% | +19.7% | +5.1% |
| 6M | +40.3% | -12.7% | +52.9% | +42.3% |
| YTD | +88.0% | -4.1% | +92.1% | +87.3% |
| 1Y | +143.8% | +21.2% | +122.6% | +133.4% |
| 3Y | +217.8% | +88.9% | +128.9% | +175.0% |
| 5Y | +142.7% | +93.1% | +49.6% | +101.9% |
| All | +142.7% | +94.0% | +48.7% | +101.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling