+1,236.8%
EWY vs CHRW
+1,772.5%
-535.7%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.1% | +3.5% | +4.2% |
| 7D | +4.8% | -1.4% | +6.2% | +5.4% |
| 30D | +11.7% | -3.5% | +15.1% | +12.9% |
| 3M | -7.4% | -19.4% | +12.0% | -1.2% |
| 6M | +40.6% | -21.4% | +61.9% | +50.7% |
| YTD | +94.3% | -7.1% | +101.4% | +93.8% |
| 1Y | +164.3% | +17.8% | +146.5% | +138.1% |
| 3Y | +221.0% | +78.8% | +142.2% | +135.0% |
| 5Y | +139.1% | +83.5% | +55.6% | +67.3% |
| 10Y | +298.8% | +160.2% | +138.6% | +127.1% |
| All | +1,236.8% | +1,772.5% | -535.7% | +301.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling