+1,236.8%
EWY vs CI
+1,215.6%
+21.2%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.3% | +5.9% | +5.0% |
| 7D | +4.8% | +1.3% | +3.5% | +4.4% |
| 30D | +11.7% | +4.4% | +7.2% | +10.2% |
| 3M | -7.4% | +0.7% | -8.1% | -8.4% |
| 6M | +40.6% | +0.3% | +40.2% | +38.5% |
| YTD | +94.3% | +3.8% | +90.5% | +89.4% |
| 1Y | +164.3% | -5.5% | +169.8% | +161.9% |
| 3Y | +221.0% | +8.1% | +212.9% | +197.5% |
| 5Y | +139.1% | +42.8% | +96.3% | +100.2% |
| 10Y | +298.8% | +143.9% | +154.9% | +172.9% |
| All | +1,236.8% | +1,215.6% | +21.2% | +381.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling