+148.1%
EWY vs CNH
+7.1%
+141.0%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.6% | +6.1% | +2.4% |
| 7D | +8.0% | +8.8% | -0.8% | +4.8% |
| 30D | +14.3% | +24.7% | -10.3% | +5.6% |
| 3M | +2.3% | +27.3% | -25.0% | -6.5% |
| 6M | +49.9% | +23.2% | +26.7% | +38.0% |
| YTD | +95.3% | +48.9% | +46.4% | +68.8% |
| 1Y | +161.7% | +19.4% | +142.3% | +142.2% |
| 3Y | +230.2% | +7.8% | +222.4% | +207.1% |
| 5Y | +148.1% | +8.7% | +139.4% | +117.1% |
| All | +148.1% | +7.1% | +141.0% | +117.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling