+230.2%
EWY vs CP
+20.4%
+209.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.8% |
| 7D | +8.0% | +2.4% | +5.6% | +6.9% |
| 30D | +14.3% | -0.5% | +14.9% | +14.6% |
| 3M | +2.3% | +1.4% | +0.9% | +1.2% |
| 6M | +49.9% | +10.3% | +39.5% | +42.5% |
| YTD | +95.3% | +24.3% | +71.0% | +76.7% |
| 1Y | +161.7% | +20.4% | +141.3% | +139.6% |
| 3Y | +230.2% | +21.8% | +208.4% | +194.6% |
| All | +230.2% | +20.4% | +209.8% | +194.6% |
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