+1,393.2%
EWY vs CNC
+5,287.0%
-3,893.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.6% |
| 7D | +6.7% | -4.9% | +11.5% | +7.6% |
| 30D | +17.0% | -3.8% | +20.7% | +17.6% |
| 3M | +3.7% | -3.2% | +6.9% | +3.8% |
| 6M | +42.5% | +47.9% | -5.4% | +30.4% |
| YTD | +96.2% | +55.7% | +40.6% | +77.2% |
| 1Y | +160.4% | +106.2% | +54.1% | +120.9% |
| 3Y | +231.7% | -2.1% | +233.7% | +210.9% |
| 5Y | +153.3% | +3.4% | +149.9% | +130.2% |
| 10Y | +308.8% | +91.7% | +217.2% | +213.1% |
| All | +1,393.2% | +5,287.0% | -3,893.8% | +519.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling