+147.8%
EWY vs CNC
+84.7%
+63.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.6% | +1.7% | +3.3% |
| 7D | -0.1% | -0.9% | +0.8% | -0.1% |
| 30D | +7.3% | -1.0% | +8.3% | +7.3% |
| 3M | -5.1% | +4.5% | -9.7% | -4.9% |
| 6M | +42.1% | +85.2% | -43.2% | +40.1% |
| YTD | +94.1% | +61.4% | +32.7% | +92.9% |
| 1Y | +147.8% | +94.9% | +52.9% | +150.5% |
| All | +147.8% | +84.7% | +63.2% | +150.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 CNC 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