+155.0%
EWY vs CP
+30.2%
+124.7%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.0% | +1.7% | +3.0% |
| 7D | -6.3% | +2.8% | -9.1% | -7.3% |
| 30D | -19.8% | +11.3% | -31.2% | -23.3% |
| 3M | -14.4% | +2.9% | -17.3% | -15.4% |
| 6M | -25.3% | +9.8% | -35.1% | -28.6% |
| YTD | +46.2% | +28.5% | +17.6% | +30.8% |
| 1Y | +58.3% | +33.5% | +24.8% | +39.4% |
| 3Y | +155.0% | +31.9% | +123.0% | +124.1% |
| All | +155.0% | +30.2% | +124.7% | +124.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling