+164.3%
EWY vs CRH
-14.7%
+179.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.4% | +2.2% | +3.3% |
| 7D | +4.8% | -1.7% | +6.5% | +5.7% |
| 30D | +11.7% | -5.4% | +17.0% | +14.8% |
| 3M | -7.4% | -11.2% | +3.8% | -1.5% |
| 6M | +40.6% | -15.8% | +56.4% | +50.7% |
| YTD | +94.3% | -23.6% | +117.9% | +113.1% |
| 1Y | +164.3% | -14.6% | +178.9% | +181.5% |
| All | +164.3% | -14.7% | +179.0% | +181.5% |
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