+1,236.8%
EWY vs CPB
+63.5%
+1,173.3%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -3.4% | +8.0% | +5.4% |
| 7D | +4.8% | -8.6% | +13.4% | +6.9% |
| 30D | +11.7% | -7.2% | +18.9% | +13.4% |
| 3M | -7.4% | +0.9% | -8.3% | -8.8% |
| 6M | +40.6% | -11.8% | +52.4% | +42.9% |
| YTD | +94.3% | -19.4% | +113.7% | +101.6% |
| 1Y | +164.3% | -30.4% | +194.7% | +184.3% |
| 3Y | +221.0% | -40.2% | +261.1% | +252.0% |
| 5Y | +139.1% | -39.5% | +178.6% | +155.5% |
| 10Y | +298.8% | -47.4% | +346.2% | +322.7% |
| All | +1,236.8% | +63.5% | +1,173.3% | +802.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling