+222.9%
EWY vs CMG
-7.3%
+230.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.2% | +3.1% | +3.2% |
| 7D | -0.1% | -2.1% | +2.0% | +0.2% |
| 30D | +7.3% | +10.9% | -3.6% | +5.5% |
| 3M | -5.1% | +15.8% | -21.0% | -7.9% |
| 6M | +42.1% | +6.9% | +35.1% | +39.6% |
| YTD | +94.1% | -2.2% | +96.3% | +93.5% |
| 1Y | +147.8% | -7.1% | +154.9% | +148.2% |
| 3Y | +222.9% | -7.1% | +230.0% | +194.3% |
| All | +222.9% | -7.3% | +230.3% | +194.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling