+200.2%
EWY vs CNH
+36.9%
+163.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.2% | +2.5% | -0.2% |
| 7D | +10.4% | +6.4% | +4.0% | +8.0% |
| 30D | -12.7% | -1.6% | -11.1% | -12.4% |
| 3M | -17.3% | +11.6% | -28.9% | -21.3% |
| 6M | -18.6% | +12.5% | -31.1% | -23.1% |
| YTD | +49.5% | +31.1% | +18.5% | +33.8% |
| 1Y | +55.0% | +17.0% | +38.0% | +43.8% |
| 3Y | +159.0% | +28.7% | +130.3% | +125.2% |
| 5Y | +102.5% | -17.4% | +119.9% | +99.1% |
| 10Y | +232.2% | +105.0% | +127.3% | +128.2% |
| All | +200.2% | +36.9% | +163.3% | +115.8% |
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