+1,235.8%
EWY vs CNI
+3,959.0%
-2,723.2%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.9% | +2.4% | +2.7% |
| 7D | -0.1% | -0.4% | +0.3% | +0.2% |
| 30D | +7.3% | -2.7% | +10.0% | +9.1% |
| 3M | -5.1% | +3.9% | -9.1% | -7.9% |
| 6M | +42.1% | +16.4% | +25.7% | +28.3% |
| YTD | +94.1% | +25.8% | +68.3% | +66.7% |
| 1Y | +147.8% | +32.4% | +115.4% | +105.5% |
| 3Y | +222.9% | +19.1% | +203.8% | +180.4% |
| 5Y | +150.6% | +13.6% | +137.1% | +119.4% |
| 10Y | +304.4% | +136.8% | +167.6% | +112.7% |
| All | +1,235.8% | +3,959.0% | -2,723.2% | +75.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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