+214.1%
EWY vs CIFR
+78.3%
+135.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.1% | +2.5% | +4.4% |
| 7D | +4.8% | +16.9% | -12.1% | +3.3% |
| 30D | +11.7% | -5.2% | +16.8% | +11.9% |
| 3M | -7.4% | -30.6% | +23.2% | -5.4% |
| 6M | +40.6% | +10.6% | +30.0% | +38.8% |
| YTD | +94.3% | +20.2% | +74.1% | +90.1% |
| 1Y | +164.3% | +139.7% | +24.6% | +146.4% |
| 3Y | +221.0% | +489.4% | -268.4% | +169.0% |
| 5Y | +139.1% | +54.4% | +84.7% | +89.4% |
| All | +214.1% | +78.3% | +135.8% | +141.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling