+62.4%
EWY vs CIFR
-69.0%
+131.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -20.0% | +18.1% | +3.6% |
| 7D | -8.3% | -26.7% | +18.4% | -1.2% |
| 30D | -20.5% | -58.0% | +37.5% | -0.7% |
| 3M | -11.1% | -68.1% | +57.0% | +18.1% |
| 6M | -7.0% | -63.7% | +56.7% | +17.6% |
| YTD | +56.5% | -56.0% | +112.4% | +88.6% |
| 1Y | +62.4% | -71.1% | +133.5% | +99.3% |
| All | +62.4% | -69.0% | +131.5% | +99.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CIFR.
Daily Out/Under-Performance
Portfolio return minus CIFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CIFR 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 1y: compounded portfolio wealth divided by compounded CIFR 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…
1y analysis · Full analysis span regression · 6 months rolling