+153.3%
EWY vs CME
+76.2%
+77.0%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.4% |
| 7D | +6.7% | -0.6% | +7.3% | +6.6% |
| 30D | +17.0% | +4.7% | +12.3% | +17.2% |
| 3M | +3.7% | +7.8% | -4.2% | +4.5% |
| 6M | +42.5% | -11.0% | +53.5% | +45.7% |
| YTD | +96.2% | +4.0% | +92.2% | +96.2% |
| 1Y | +160.4% | +9.1% | +151.3% | +158.0% |
| 3Y | +231.7% | +52.3% | +179.4% | +197.2% |
| 5Y | +153.3% | +76.1% | +77.2% | +111.1% |
| All | +153.3% | +76.2% | +77.0% | +111.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling