+308.8%
EWY vs CP
+224.3%
+84.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.6% | +1.0% |
| 7D | +6.7% | +0.6% | +6.1% | +6.4% |
| 30D | +17.0% | -0.5% | +17.4% | +17.3% |
| 3M | +3.7% | +0.1% | +3.6% | +3.1% |
| 6M | +42.5% | +7.8% | +34.7% | +36.6% |
| YTD | +96.2% | +22.9% | +73.4% | +76.2% |
| 1Y | +160.4% | +21.3% | +139.1% | +134.7% |
| 3Y | +231.7% | +20.4% | +211.3% | +194.8% |
| 5Y | +153.3% | +34.9% | +118.3% | +107.1% |
| 10Y | +308.8% | +233.3% | +75.5% | +106.4% |
| All | +308.8% | +224.3% | +84.5% | +106.4% |
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