+42.1%
EWY vs CRM
+26.8%
+15.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.9% | +1.3% | +3.7% |
| 7D | -0.1% | -4.4% | +4.4% | -1.1% |
| 30D | +7.3% | +28.1% | -20.8% | +14.8% |
| 3M | -5.1% | +48.8% | -54.0% | +9.4% |
| 6M | +42.1% | +28.3% | +13.8% | +63.4% |
| All | +42.1% | +26.8% | +15.3% | +63.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling