+1,038.8%
EWY vs CRM
+6,620.2%
-5,581.3%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.9% | +1.3% | +2.7% |
| 7D | -0.1% | -4.4% | +4.4% | +1.2% |
| 30D | +7.3% | +28.1% | -20.8% | -1.0% |
| 3M | -5.1% | +48.8% | -54.0% | -17.5% |
| 6M | +42.1% | +28.3% | +13.8% | +27.6% |
| YTD | +94.1% | -6.0% | +100.1% | +90.2% |
| 1Y | +147.8% | +1.4% | +146.4% | +136.5% |
| 3Y | +222.9% | +11.8% | +211.1% | +189.9% |
| 5Y | +150.6% | -2.0% | +152.6% | +125.8% |
| 10Y | +304.4% | +239.6% | +64.8% | +133.6% |
| All | +1,038.8% | +6,620.2% | -5,581.3% | +163.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling