+138.7%
EWY vs CPNG
-76.8%
+215.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.5% |
| 7D | +6.7% | -7.6% | +14.2% | +8.2% |
| 30D | +17.0% | -8.8% | +25.8% | +18.9% |
| 3M | +3.7% | -7.2% | +10.9% | +4.8% |
| 6M | +42.5% | -21.5% | +64.0% | +47.9% |
| YTD | +96.2% | -37.4% | +133.7% | +111.2% |
| 1Y | +160.4% | -54.3% | +214.7% | +195.8% |
| 3Y | +231.7% | -20.3% | +252.0% | +237.2% |
| 5Y | +153.3% | -51.2% | +204.5% | +157.0% |
| All | +138.7% | -76.8% | +215.4% | +144.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling