+143.8%
EWY vs CRL
+73.3%
+70.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.9% | -2.3% | -3.7% |
| 7D | +1.2% | -6.9% | +8.2% | +2.9% |
| 30D | +9.3% | -3.2% | +12.5% | +10.2% |
| 3M | +2.4% | +46.5% | -44.1% | -7.1% |
| 6M | +40.3% | +63.1% | -22.8% | +23.7% |
| YTD | +88.0% | +36.9% | +51.2% | +68.5% |
| 1Y | +143.8% | +78.1% | +65.7% | +108.8% |
| All | +143.8% | +73.3% | +70.5% | +108.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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