+157.0%
EWY vs CPB
-35.1%
+192.1%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.1% | -4.9% | -1.2% |
| 7D | +4.2% | -1.6% | +5.8% | +3.9% |
| 30D | -10.7% | +19.2% | -29.9% | -7.5% |
| 3M | -20.1% | -1.0% | -19.1% | -19.3% |
| 6M | -24.3% | +15.2% | -39.5% | -22.3% |
| YTD | +46.9% | -13.1% | +60.0% | +50.2% |
| 1Y | +55.2% | -22.4% | +77.6% | +58.6% |
| 3Y | +157.0% | -35.3% | +192.3% | +163.1% |
| All | +157.0% | -35.1% | +192.1% | +163.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling