+290.8%
EWY vs CME
+280.4%
+10.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.2% | -4.0% | -4.1% |
| 7D | +1.2% | -2.4% | +3.6% | +1.8% |
| 30D | +9.3% | +6.2% | +3.1% | +7.7% |
| 3M | +2.4% | +4.4% | -2.0% | +0.9% |
| 6M | +40.3% | -9.6% | +49.9% | +43.0% |
| YTD | +88.0% | +3.8% | +84.2% | +83.3% |
| 1Y | +143.8% | +9.5% | +134.3% | +132.9% |
| 3Y | +217.8% | +51.9% | +165.8% | +165.5% |
| 5Y | +142.7% | +78.7% | +64.0% | +88.0% |
| All | +290.8% | +280.4% | +10.4% | +188.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling