+222.9%
EWY vs CRS
+612.2%
-389.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.1% | +4.4% | +3.6% |
| 7D | -0.1% | -6.8% | +6.7% | +1.8% |
| 30D | +7.3% | -16.1% | +23.4% | +12.5% |
| 3M | -5.1% | -21.2% | +16.0% | +1.4% |
| 6M | +42.1% | +8.7% | +33.4% | +41.1% |
| YTD | +94.1% | +41.0% | +53.1% | +84.6% |
| 1Y | +147.8% | +82.7% | +65.2% | +124.6% |
| 3Y | +222.9% | +604.8% | -381.9% | +129.2% |
| All | +222.9% | +612.2% | -389.3% | +129.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling