+148.7%
EWY vs CRM
-1.9%
+150.7%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.9% | +1.3% | +2.9% |
| 7D | -0.1% | -4.4% | +4.4% | +0.6% |
| 30D | +7.3% | +28.1% | -20.8% | +2.6% |
| 3M | -5.1% | +48.8% | -54.0% | -12.5% |
| 6M | +42.1% | +28.3% | +13.8% | +34.7% |
| YTD | +94.1% | -6.0% | +100.1% | +98.5% |
| 1Y | +147.8% | +1.4% | +146.4% | +147.6% |
| 3Y | +222.9% | +11.8% | +211.1% | +203.9% |
| All | +148.7% | -1.9% | +150.7% | +122.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling