+222.9%
EWY vs CPNG
-19.3%
+242.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.1% | +0.2% | +2.4% |
| 7D | -0.1% | -1.1% | +1.0% | +0.2% |
| 30D | +7.3% | -7.4% | +14.7% | +9.4% |
| 3M | -5.1% | -12.3% | +7.2% | -2.4% |
| 6M | +42.1% | -19.4% | +61.5% | +47.8% |
| YTD | +94.1% | -35.9% | +130.0% | +112.4% |
| 1Y | +147.8% | -53.4% | +201.2% | +193.4% |
| 3Y | +222.9% | -20.0% | +242.9% | +229.7% |
| All | +222.9% | -19.3% | +242.2% | +229.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling