+62.4%
EWY vs CP
+35.2%
+27.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.5% | -5.4% | -2.8% |
| 7D | -8.3% | +5.6% | -13.9% | -9.7% |
| 30D | -20.5% | +10.0% | -30.6% | -23.0% |
| 3M | -11.1% | +4.4% | -15.5% | -12.0% |
| 6M | -7.0% | +14.1% | -21.1% | -12.7% |
| YTD | +56.5% | +29.1% | +27.4% | +43.2% |
| 1Y | +62.4% | +34.6% | +27.9% | +46.3% |
| All | +62.4% | +35.2% | +27.2% | +46.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 1y: compounded portfolio wealth divided by compounded CP 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…
1y analysis · Full analysis span regression · 6 months rolling