+222.9%
EWY vs CRM
+11.5%
+211.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.9% | +1.3% | +3.1% |
| 7D | -0.1% | -4.4% | +4.4% | +0.2% |
| 30D | +7.3% | +28.1% | -20.8% | +5.5% |
| 3M | -5.1% | +48.8% | -54.0% | -8.1% |
| 6M | +42.1% | +28.3% | +13.8% | +40.9% |
| YTD | +94.1% | -6.0% | +100.1% | +105.7% |
| 1Y | +147.8% | +1.4% | +146.4% | +157.2% |
| 3Y | +222.9% | +11.8% | +211.1% | +211.7% |
| All | +222.9% | +11.5% | +211.4% | +211.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling