+900.4%
EWY vs CRL
+1,647.7%
-747.3%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.5% |
| 7D | +10.4% | +8.9% | +1.6% | +7.7% |
| 30D | -12.7% | +14.0% | -26.7% | -16.1% |
| 3M | -17.3% | +19.8% | -37.2% | -21.7% |
| 6M | -18.6% | +102.0% | -120.6% | -34.3% |
| YTD | +49.5% | +70.8% | -21.3% | +25.4% |
| 1Y | +55.0% | +98.7% | -43.8% | +24.2% |
| 3Y | +159.0% | +98.2% | +60.8% | +94.9% |
| 5Y | +102.5% | -11.7% | +114.2% | +89.0% |
| 10Y | +232.2% | +356.7% | -124.4% | +79.2% |
| All | +900.4% | +1,647.7% | -747.3% | +295.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling