+164.3%
EWY vs CP
+19.9%
+144.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.3% | +4.3% | +4.5% |
| 7D | +4.8% | -2.7% | +7.5% | +5.7% |
| 30D | +11.7% | +0.2% | +11.5% | +11.7% |
| 3M | -7.4% | +2.6% | -10.0% | -8.7% |
| 6M | +40.6% | +6.0% | +34.6% | +34.7% |
| YTD | +94.3% | +24.9% | +69.3% | +81.2% |
| 1Y | +164.3% | +20.1% | +144.2% | +149.9% |
| All | +164.3% | +19.9% | +144.4% | +149.9% |
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