+308.8%
EWY vs CI
+143.6%
+165.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.4% | +0.3% |
| 7D | +6.7% | -1.1% | +7.8% | +6.9% |
| 30D | +17.0% | +0.5% | +16.5% | +16.7% |
| 3M | +3.7% | -5.2% | +8.8% | +4.3% |
| 6M | +42.5% | +4.3% | +38.2% | +39.1% |
| YTD | +96.2% | +2.8% | +93.5% | +92.2% |
| 1Y | +160.4% | -5.8% | +166.2% | +158.6% |
| 3Y | +231.7% | +4.7% | +226.9% | +209.3% |
| 5Y | +153.3% | +42.7% | +110.6% | +106.4% |
| 10Y | +308.8% | +141.0% | +167.9% | +185.7% |
| All | +308.8% | +143.6% | +165.2% | +185.7% |
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