+164.3%
EWY vs CME
+8.4%
+155.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.3% | +4.9% | +4.4% |
| 7D | +4.8% | -1.6% | +6.4% | +3.7% |
| 30D | +11.7% | +6.2% | +5.4% | +16.7% |
| 3M | -7.4% | +10.4% | -17.8% | +1.8% |
| 6M | +40.6% | -9.5% | +50.1% | +43.2% |
| YTD | +94.3% | +6.0% | +88.3% | +110.6% |
| 1Y | +164.3% | +9.3% | +155.0% | +198.4% |
| All | +164.3% | +8.4% | +155.9% | +198.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 CME 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