+235.5%
EWY vs CI
+145.6%
+90.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | +0.1% | -1.3% |
| 7D | +10.4% | -1.7% | +12.2% | +10.8% |
| 30D | -12.7% | +4.9% | -17.6% | -13.9% |
| 3M | -17.3% | +7.4% | -24.7% | -19.1% |
| 6M | -18.6% | +0.4% | -18.9% | -19.6% |
| YTD | +49.5% | +9.5% | +40.1% | +43.7% |
| 1Y | +55.0% | +12.0% | +43.0% | +47.8% |
| 3Y | +159.0% | +7.1% | +151.9% | +140.5% |
| 5Y | +102.5% | +49.3% | +53.2% | +62.7% |
| All | +235.5% | +145.6% | +90.0% | +115.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling