+872.7%
EWY vs CME
+8,496.5%
-7,623.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.8% | -2.6% | -2.1% |
| 7D | +4.2% | +3.9% | +0.3% | +2.8% |
| 30D | -10.7% | +11.3% | -22.0% | -14.4% |
| 3M | -20.1% | +19.6% | -39.6% | -25.7% |
| 6M | -24.3% | +8.1% | -32.4% | -28.1% |
| YTD | +46.9% | +20.4% | +26.5% | +32.9% |
| 1Y | +55.2% | +16.5% | +38.7% | +42.1% |
| 3Y | +157.0% | +66.4% | +90.5% | +99.8% |
| 5Y | +98.9% | +74.5% | +24.4% | +49.5% |
| 10Y | +226.3% | +308.5% | -82.2% | +65.6% |
| All | +872.7% | +8,496.5% | -7,623.8% | +126.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling