+137.4%
EWY vs CIFR
-31.1%
+168.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.1% | +2.3% | -1.4% |
| 7D | +4.2% | +4.8% | -0.6% | +3.8% |
| 30D | -10.7% | -31.0% | +20.3% | -8.0% |
| 3M | -20.1% | -58.7% | +38.7% | -14.2% |
| 6M | -24.3% | -67.7% | +43.4% | -17.5% |
| YTD | +46.9% | -53.5% | +100.4% | +55.4% |
| 1Y | +55.2% | -54.1% | +109.2% | +63.8% |
| 3Y | +157.0% | +138.2% | +18.8% | +133.2% |
| 5Y | +98.9% | -18.5% | +117.4% | +71.6% |
| All | +137.4% | -31.1% | +168.5% | +97.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling