+164.3%
EWY vs CMG
-11.4%
+175.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.6% | +6.2% | +4.7% |
| 7D | +4.8% | -2.8% | +7.6% | +5.0% |
| 30D | +11.7% | +7.1% | +4.5% | +10.9% |
| 3M | -7.4% | +31.2% | -38.6% | -9.4% |
| 6M | +40.6% | +0.7% | +39.9% | +40.7% |
| YTD | +94.3% | -0.1% | +94.4% | +95.0% |
| 1Y | +164.3% | -10.7% | +175.0% | +168.9% |
| All | +164.3% | -11.4% | +175.7% | +168.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CMG.
Daily Out/Under-Performance
Portfolio return minus CMG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMG 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 1y: compounded portfolio wealth divided by compounded CMG 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…
1y analysis · Full analysis span regression · 6 months rolling