+143.8%
EWY vs CIFR
+66.8%
+77.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -5.7% | +1.5% | -2.8% |
| 7D | +1.2% | -8.2% | +9.5% | +3.2% |
| 30D | +9.3% | -7.4% | +16.7% | +10.4% |
| 3M | +2.4% | -24.2% | +26.6% | +6.4% |
| 6M | +40.3% | +14.2% | +26.1% | +36.2% |
| YTD | +88.0% | +8.0% | +80.0% | +82.6% |
| 1Y | +143.8% | +55.5% | +88.3% | +128.3% |
| All | +143.8% | +66.8% | +77.0% | +128.3% |
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