+1,236.8%
EWY vs CNP
+494.2%
+742.6%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.8% | +5.4% | +4.8% |
| 7D | +4.8% | +1.1% | +3.7% | +4.5% |
| 30D | +11.7% | -1.8% | +13.5% | +12.1% |
| 3M | -7.4% | -4.6% | -2.8% | -6.7% |
| 6M | +40.6% | -8.8% | +49.4% | +42.9% |
| YTD | +94.3% | +5.2% | +89.0% | +90.7% |
| 1Y | +164.3% | +8.3% | +156.0% | +157.2% |
| 3Y | +221.0% | +54.9% | +166.1% | +184.1% |
| 5Y | +139.1% | +73.5% | +65.6% | +104.6% |
| 10Y | +298.8% | +139.1% | +159.7% | +205.9% |
| All | +1,236.8% | +494.2% | +742.6% | +1,068.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling