+229.5%
EWY vs CP
+257.3%
-27.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.6% |
| 7D | +4.2% | +2.1% | +2.1% | +3.2% |
| 30D | -10.7% | +9.3% | -20.0% | -14.7% |
| 3M | -20.1% | +0.5% | -20.5% | -20.5% |
| 6M | -24.3% | +10.4% | -34.7% | -28.5% |
| YTD | +46.9% | +28.7% | +18.2% | +28.5% |
| 1Y | +55.2% | +33.2% | +22.0% | +33.5% |
| 3Y | +157.0% | +38.4% | +118.5% | +112.4% |
| 5Y | +98.9% | +26.2% | +72.7% | +68.7% |
| All | +229.5% | +257.3% | -27.8% | +65.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling