+230.2%
EWY vs CI
+4.2%
+225.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.8% | +2.4% | +0.5% |
| 7D | +8.0% | -2.0% | +10.0% | +7.9% |
| 30D | +14.3% | -1.8% | +16.2% | +14.3% |
| 3M | +2.3% | -4.2% | +6.5% | +2.3% |
| 6M | +49.9% | +2.7% | +47.2% | +49.2% |
| YTD | +95.3% | +1.9% | +93.4% | +94.7% |
| 1Y | +161.7% | -6.3% | +168.0% | +161.6% |
| 3Y | +230.2% | +3.9% | +226.3% | +218.4% |
| All | +230.2% | +4.2% | +225.9% | +218.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling