+225.0%
EWY vs CPB
-41.0%
+265.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.8% | -1.2% | +0.8% |
| 7D | +8.0% | -8.2% | +16.3% | +6.8% |
| 30D | +14.3% | -5.6% | +19.9% | +13.5% |
| 3M | +2.3% | +3.0% | -0.7% | +2.8% |
| 6M | +49.9% | -12.7% | +62.6% | +50.4% |
| YTD | +95.3% | -18.0% | +113.3% | +96.0% |
| 1Y | +161.7% | -31.7% | +193.5% | +162.9% |
| All | +225.0% | -41.0% | +265.9% | +226.8% |
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