+1,235.8%
EWY vs CMI
+11,728.7%
-10,492.9%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.2% | +2.0% | +2.7% |
| 7D | -0.1% | -0.7% | +0.6% | +0.3% |
| 30D | +7.3% | -12.4% | +19.7% | +14.1% |
| 3M | -5.1% | -14.8% | +9.6% | +2.8% |
| 6M | +42.1% | +0.8% | +41.3% | +43.8% |
| YTD | +94.1% | +10.2% | +83.9% | +88.3% |
| 1Y | +147.8% | +37.4% | +110.4% | +117.0% |
| 3Y | +222.9% | +153.3% | +69.6% | +110.5% |
| 5Y | +150.6% | +167.6% | -17.0% | +56.6% |
| 10Y | +304.4% | +514.4% | -209.9% | +67.1% |
| All | +1,235.8% | +11,728.7% | -10,492.9% | +58.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling