+303.5%
EWY vs CRM
+241.6%
+61.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.9% | +1.3% | +2.8% |
| 7D | -0.1% | -4.4% | +4.4% | +1.0% |
| 30D | +7.3% | +28.1% | -20.8% | +0.3% |
| 3M | -5.1% | +48.8% | -54.0% | -15.7% |
| 6M | +42.1% | +28.3% | +13.8% | +30.2% |
| YTD | +94.1% | -6.0% | +100.1% | +94.0% |
| 1Y | +147.8% | +1.4% | +146.4% | +141.2% |
| 3Y | +222.9% | +11.8% | +211.1% | +194.4% |
| 5Y | +150.6% | -2.0% | +152.6% | +129.1% |
| All | +303.5% | +241.6% | +61.9% | +130.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling