+62.4%
EWY vs CMI
+10.9%
+51.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -5.8% | +3.9% | +2.9% |
| 7D | -8.3% | -11.2% | +2.9% | +1.2% |
| 30D | -20.5% | -9.8% | -10.7% | -13.7% |
| 3M | -11.1% | -25.5% | +14.4% | +13.7% |
| 6M | -7.0% | -27.7% | +20.6% | +24.1% |
| YTD | +56.5% | -6.6% | +63.1% | +83.1% |
| 1Y | +62.4% | +11.7% | +50.8% | +86.7% |
| All | +62.4% | +10.9% | +51.5% | +86.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 CMI 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