+62.4%
EWY vs CI
+21.2%
+41.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.4% | -5.3% | -0.4% |
| 7D | -8.3% | +3.5% | -11.8% | -6.8% |
| 30D | -20.5% | +12.6% | -33.1% | -16.4% |
| 3M | -11.1% | +12.1% | -23.2% | -6.6% |
| 6M | -7.0% | +10.6% | -17.6% | -2.7% |
| YTD | +56.5% | +12.8% | +43.6% | +64.8% |
| 1Y | +62.4% | +18.0% | +44.4% | +73.8% |
| All | +62.4% | +21.2% | +41.2% | +73.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 1y: compounded portfolio wealth divided by compounded CI 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…
1y analysis · Full analysis span regression · 6 months rolling