+1,186.7%
EWY vs CME
+7,469.3%
-6,282.6%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.3% | +4.9% | +4.7% |
| 7D | +4.8% | -1.6% | +6.4% | +5.4% |
| 30D | +11.7% | +6.2% | +5.4% | +9.0% |
| 3M | -7.4% | +10.4% | -17.8% | -11.9% |
| 6M | +40.6% | -9.5% | +50.1% | +43.0% |
| YTD | +94.3% | +6.0% | +88.3% | +85.4% |
| 1Y | +164.3% | +9.3% | +155.0% | +148.1% |
| 3Y | +221.0% | +57.7% | +163.3% | +155.2% |
| 5Y | +139.1% | +77.7% | +61.4% | +78.5% |
| 10Y | +298.8% | +281.2% | +17.6% | +107.5% |
| All | +1,186.7% | +7,469.3% | -6,282.6% | +216.1% |
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 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