+164.3%
EWY vs CRM
+8.9%
+155.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -2.0% | +6.6% | +4.3% |
| 7D | +4.8% | +1.3% | +3.5% | +5.0% |
| 30D | +11.7% | +34.3% | -22.7% | +16.8% |
| 3M | -7.4% | +37.7% | -45.1% | +0.9% |
| 6M | +40.6% | +34.9% | +5.6% | +54.7% |
| YTD | +94.3% | -1.6% | +95.9% | +124.8% |
| 1Y | +164.3% | +7.1% | +157.1% | +200.9% |
| All | +164.3% | +8.9% | +155.4% | +200.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CRM.
Daily Out/Under-Performance
Portfolio return minus CRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRM 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 CRM 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