+136.1%
EWY vs CPNG
-76.2%
+212.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.1% | +0.2% | +2.7% |
| 7D | -0.1% | -1.1% | +1.0% | +0.1% |
| 30D | +7.3% | -7.4% | +14.7% | +8.8% |
| 3M | -5.1% | -12.3% | +7.2% | -3.1% |
| 6M | +42.1% | -19.4% | +61.5% | +46.8% |
| YTD | +94.1% | -35.9% | +130.0% | +108.0% |
| 1Y | +147.8% | -53.4% | +201.2% | +180.5% |
| 3Y | +222.9% | -20.0% | +242.9% | +227.9% |
| 5Y | +150.6% | -49.6% | +200.2% | +153.0% |
| All | +136.1% | -76.2% | +212.3% | +140.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling