+164.3%
EWY vs CRS
+102.1%
+62.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.7% | +2.9% | +3.9% |
| 7D | +4.8% | -0.2% | +5.0% | +4.9% |
| 30D | +11.7% | -16.6% | +28.3% | +20.2% |
| 3M | -7.4% | -3.5% | -3.9% | -4.6% |
| 6M | +40.6% | +15.4% | +25.1% | +36.3% |
| YTD | +94.3% | +51.2% | +43.1% | +83.3% |
| 1Y | +164.3% | +98.3% | +66.0% | +151.0% |
| All | +164.3% | +102.1% | +62.2% | +151.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 1y: compounded portfolio wealth divided by compounded CRS 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…
1y analysis · Full analysis span regression · 6 months rolling