+910.6%
EWY vs CHRW
+1,605.3%
-694.7%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.8% | -1.8% |
| 7D | +4.2% | +7.3% | -3.1% | +1.7% |
| 30D | -10.7% | -3.6% | -7.1% | -9.9% |
| 3M | -20.1% | -9.6% | -10.5% | -18.0% |
| 6M | -24.3% | -17.0% | -7.3% | -21.1% |
| YTD | +46.9% | -15.4% | +62.3% | +50.0% |
| 1Y | +55.2% | -10.0% | +65.2% | +54.8% |
| 3Y | +157.0% | +82.2% | +74.8% | +84.3% |
| 5Y | +98.9% | +59.4% | +39.5% | +45.5% |
| 10Y | +226.3% | +129.7% | +96.6% | +93.0% |
| All | +910.6% | +1,605.3% | -694.7% | +211.1% |
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