+147.8%
EWY vs CPB
-33.6%
+181.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.3% | +3.0% | +3.3% |
| 7D | -0.1% | -1.8% | +1.7% | -0.6% |
| 30D | +7.3% | -7.1% | +14.4% | +5.0% |
| 3M | -5.1% | -6.0% | +0.9% | -5.5% |
| 6M | +42.1% | -5.3% | +47.3% | +43.2% |
| YTD | +94.1% | -20.8% | +115.0% | +93.1% |
| 1Y | +147.8% | -33.8% | +181.7% | +146.1% |
| All | +147.8% | -33.6% | +181.5% | +146.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling