+161.6%
EWY vs CNH
+30.2%
+131.5%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.2% | +2.5% | -0.4% |
| 7D | +10.4% | +6.4% | +4.0% | +8.3% |
| 30D | -12.7% | -1.6% | -11.1% | -12.4% |
| 3M | -17.3% | +11.6% | -28.9% | -20.9% |
| 6M | -18.6% | +12.5% | -31.1% | -22.6% |
| YTD | +49.5% | +31.1% | +18.5% | +35.8% |
| 1Y | +55.0% | +17.0% | +38.0% | +45.1% |
| All | +161.6% | +30.2% | +131.5% | +132.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling