+164.3%
EWY vs CPNG
-45.9%
+210.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.4% | +6.0% | +5.0% |
| 7D | +4.8% | -7.4% | +12.3% | +7.1% |
| 30D | +11.7% | -4.4% | +16.1% | +12.9% |
| 3M | -7.4% | -7.5% | +0.1% | -6.4% |
| 6M | +40.6% | -19.9% | +60.5% | +44.8% |
| YTD | +94.3% | -35.2% | +129.5% | +109.1% |
| 1Y | +164.3% | -46.8% | +211.1% | +202.2% |
| All | +164.3% | -45.9% | +210.2% | +202.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CPNG.
Daily Out/Under-Performance
Portfolio return minus CPNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPNG 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 CPNG 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