-23.4%
EWY vs CNP
-1.1%
-22.2%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.6% | +6.8% | +5.9% |
| 7D | -2.8% | -0.1% | -2.7% | -3.2% |
| 30D | -13.1% | +5.0% | -18.2% | -9.8% |
| 3M | -11.6% | +2.7% | -14.3% | -11.0% |
| 6M | -23.4% | -1.9% | -21.5% | -24.7% |
| All | -23.4% | -1.1% | -22.2% | -24.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 6mo: compounded portfolio wealth divided by compounded CNP 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…
6mo analysis · Full analysis span regression · 6 months rolling