+226.4%
EWY vs CME
+51.9%
+174.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.7% | 0.0% |
| 7D | +6.7% | -1.1% | +7.8% | +6.2% |
| 30D | +17.0% | +4.2% | +12.8% | +18.9% |
| 3M | +3.7% | +7.3% | -3.7% | +7.9% |
| 6M | +42.5% | -11.4% | +53.9% | +43.8% |
| YTD | +96.2% | +3.5% | +92.7% | +101.9% |
| 1Y | +160.4% | +8.6% | +151.8% | +169.5% |
| All | +226.4% | +51.9% | +174.6% | +225.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling