+448.7%
EWY vs CMG
+3,903.3%
-3,454.6%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.5% | +3.0% | +1.1% |
| 7D | +6.7% | -6.5% | +13.1% | +8.4% |
| 30D | +17.0% | +12.1% | +4.9% | +13.6% |
| 3M | +3.7% | +20.6% | -16.9% | -1.9% |
| 6M | +42.5% | +2.1% | +40.4% | +39.9% |
| YTD | +96.2% | -2.6% | +98.9% | +94.5% |
| 1Y | +160.4% | -8.7% | +169.1% | +159.8% |
| 3Y | +231.7% | -7.4% | +239.1% | +222.7% |
| 5Y | +153.3% | -5.7% | +158.9% | +140.2% |
| 10Y | +308.8% | +322.3% | -13.5% | +148.7% |
| All | +448.7% | +3,903.3% | -3,454.6% | +57.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling