+290.8%
EWY vs CPB
-45.5%
+336.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -4.3% | +0.1% | -4.1% |
| 7D | +1.2% | -5.4% | +6.6% | +1.3% |
| 30D | +9.3% | -7.8% | +17.1% | +9.4% |
| 3M | +2.4% | -6.9% | +9.4% | +2.5% |
| 6M | +40.3% | -12.2% | +52.5% | +40.8% |
| YTD | +88.0% | -21.1% | +109.1% | +89.9% |
| 1Y | +143.8% | -33.5% | +177.3% | +148.9% |
| 3Y | +217.8% | -43.2% | +260.9% | +226.0% |
| 5Y | +142.7% | -40.9% | +183.6% | +146.7% |
| All | +290.8% | -45.5% | +336.2% | +312.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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