+153.3%
EWY vs CRL
-37.6%
+190.9%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.3% | +0.6% |
| 7D | +6.7% | -4.6% | +11.3% | +7.7% |
| 30D | +17.0% | +0.5% | +16.5% | +16.9% |
| 3M | +3.7% | +46.6% | -43.0% | -5.0% |
| 6M | +42.5% | +57.3% | -14.8% | +28.1% |
| YTD | +96.2% | +39.5% | +56.7% | +80.0% |
| 1Y | +160.4% | +76.9% | +83.5% | +126.6% |
| 3Y | +231.7% | +39.4% | +192.3% | +192.9% |
| 5Y | +153.3% | -37.2% | +190.4% | +149.8% |
| All | +153.3% | -37.6% | +190.9% | +149.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling