+153.4%
EWY vs CI
+46.1%
+107.3%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.4% | +0.4% |
| 7D | +6.7% | -1.1% | +7.8% | +6.7% |
| 30D | +17.0% | +0.5% | +16.5% | +16.9% |
| 3M | +3.7% | -5.2% | +8.8% | +3.9% |
| 6M | +42.5% | +4.3% | +38.2% | +41.0% |
| YTD | +96.2% | +2.8% | +93.5% | +94.6% |
| 1Y | +160.4% | -5.8% | +166.2% | +160.0% |
| 3Y | +231.7% | +4.7% | +226.9% | +220.2% |
| All | +153.4% | +46.1% | +107.3% | +110.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling