+216.5%
EWY vs CP
+255.2%
-38.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.8% | -1.9% |
| 7D | -10.2% | +2.8% | -13.0% | -11.4% |
| 30D | -21.5% | +11.0% | -32.5% | -25.6% |
| 3M | -14.7% | +3.8% | -18.5% | -16.5% |
| 6M | -26.8% | +9.5% | -36.3% | -30.6% |
| YTD | +43.2% | +28.2% | +15.0% | +25.5% |
| 1Y | +48.7% | +33.0% | +15.8% | +28.1% |
| 3Y | +147.9% | +35.5% | +112.4% | +107.2% |
| 5Y | +98.8% | +25.8% | +73.1% | +68.9% |
| 10Y | +216.5% | +250.7% | -34.2% | +58.5% |
| All | +216.5% | +255.2% | -38.7% | +58.5% |
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