+882.5%
EWY vs CRL
+1,633.2%
-750.7%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.5% |
| 7D | +4.2% | +0.1% | +4.1% | +4.2% |
| 30D | -10.7% | +11.9% | -22.6% | -13.6% |
| 3M | -20.1% | +20.2% | -40.2% | -24.4% |
| 6M | -24.3% | +107.5% | -131.8% | -39.4% |
| YTD | +46.9% | +69.4% | -22.6% | +23.5% |
| 1Y | +55.2% | +99.7% | -44.5% | +24.2% |
| 3Y | +157.0% | +98.8% | +58.2% | +93.2% |
| 5Y | +98.9% | -12.4% | +111.3% | +86.1% |
| 10Y | +226.3% | +352.9% | -126.6% | +76.4% |
| All | +882.5% | +1,633.2% | -750.7% | +289.4% |
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