+61.0%
EWY vs CRH
-14.4%
+75.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +5.6% | -7.5% | -4.5% |
| 7D | -8.3% | +14.2% | -22.5% | -14.5% |
| 30D | -20.5% | +19.5% | -40.1% | -27.9% |
| 3M | -11.1% | +0.4% | -11.5% | -11.2% |
| 6M | -7.0% | -10.1% | +3.1% | -0.9% |
| YTD | +56.5% | -19.9% | +76.4% | +68.3% |
| All | +61.0% | -14.4% | +75.4% | +66.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CRH.
Daily Out/Under-Performance
Portfolio return minus CRH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRH 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 CRH 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