+226.4%
EWY vs CIFR
+467.1%
-240.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -8.7% | +9.2% | +1.5% |
| 7D | +6.7% | +11.3% | -4.7% | +5.1% |
| 30D | +17.0% | +3.5% | +13.5% | +16.1% |
| 3M | +3.7% | -26.6% | +30.3% | +6.0% |
| 6M | +42.5% | +18.1% | +24.4% | +39.8% |
| YTD | +96.2% | +14.5% | +81.7% | +92.0% |
| 1Y | +160.4% | +83.3% | +77.1% | +144.4% |
| All | +226.4% | +467.1% | -240.7% | +168.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling