+307.9%
EWY vs CNH
+164.7%
+143.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.7% | -0.3% |
| 7D | +6.7% | +1.8% | +4.8% | +5.9% |
| 30D | +17.0% | +32.6% | -15.7% | +5.0% |
| 3M | +3.7% | +29.4% | -25.8% | -6.4% |
| 6M | +42.5% | +26.0% | +16.5% | +29.4% |
| YTD | +96.2% | +52.2% | +44.0% | +66.0% |
| 1Y | +160.4% | +23.9% | +136.5% | +136.3% |
| 3Y | +231.7% | +10.1% | +221.5% | +203.6% |
| 5Y | +153.3% | +13.2% | +140.1% | +121.7% |
| All | +307.9% | +164.7% | +143.2% | +157.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling