+164.3%
EWY vs CNH
+29.2%
+135.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +4.0% | +0.6% | +3.2% |
| 7D | +4.8% | +23.3% | -18.5% | -2.7% |
| 30D | +11.7% | +33.5% | -21.8% | +0.2% |
| 3M | -7.4% | +32.7% | -40.1% | -17.0% |
| 6M | +40.6% | +22.2% | +18.4% | +28.2% |
| YTD | +94.3% | +57.7% | +36.6% | +65.7% |
| 1Y | +164.3% | +28.0% | +136.3% | +138.5% |
| All | +164.3% | +29.2% | +135.0% | +138.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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