+98.5%
EWY vs CHRW
+58.8%
+39.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.8% | -1.8% |
| 7D | +4.2% | +7.3% | -3.1% | +3.2% |
| 30D | -10.7% | -3.6% | -7.1% | -10.4% |
| 3M | -20.1% | -9.6% | -10.5% | -19.2% |
| 6M | -24.3% | -17.0% | -7.3% | -22.9% |
| YTD | +46.9% | -15.4% | +62.3% | +48.5% |
| 1Y | +55.2% | -10.0% | +65.2% | +55.4% |
| 3Y | +157.0% | +82.2% | +74.8% | +121.1% |
| All | +98.5% | +58.8% | +39.7% | +74.2% |
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