+290.0%
EWY vs CNH
+64.7%
+225.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +4.0% | +0.6% | +3.2% |
| 7D | +4.8% | +23.3% | -18.5% | -2.6% |
| 30D | +11.7% | +33.5% | -21.8% | +0.7% |
| 3M | -7.4% | +32.7% | -40.1% | -16.5% |
| 6M | +40.6% | +22.2% | +18.4% | +29.9% |
| YTD | +94.3% | +57.7% | +36.6% | +64.3% |
| 1Y | +164.3% | +28.0% | +136.3% | +138.8% |
| 3Y | +221.0% | +11.5% | +209.4% | +194.6% |
| 5Y | +139.1% | +11.9% | +127.3% | +113.1% |
| 10Y | +298.8% | +162.8% | +136.0% | +154.3% |
| All | +290.0% | +64.7% | +225.3% | +165.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling