+1,236.8%
EWY vs CP
+5,137.0%
-3,900.2%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.3% | +4.3% | +4.4% |
| 7D | +4.8% | -2.7% | +7.5% | +6.3% |
| 30D | +11.7% | +0.2% | +11.5% | +11.6% |
| 3M | -7.4% | +2.6% | -10.0% | -9.1% |
| 6M | +40.6% | +6.0% | +34.6% | +35.8% |
| YTD | +94.3% | +24.9% | +69.3% | +72.1% |
| 1Y | +164.3% | +20.1% | +144.2% | +138.2% |
| 3Y | +221.0% | +16.4% | +204.6% | +189.1% |
| 5Y | +139.1% | +31.7% | +107.4% | +97.3% |
| 10Y | +298.8% | +223.9% | +74.9% | +97.6% |
| All | +1,236.8% | +5,137.0% | -3,900.2% | +74.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling