+1,250.3%
EWY vs CRS
+6,997.6%
-5,747.2%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | +6.7% | -0.5% | +7.2% | +6.8% |
| 30D | +17.0% | -18.1% | +35.1% | +24.6% |
| 3M | +3.7% | -12.4% | +16.1% | +8.4% |
| 6M | +42.5% | +15.9% | +26.6% | +36.2% |
| YTD | +96.2% | +45.8% | +50.4% | +73.8% |
| 1Y | +160.4% | +87.8% | +72.6% | +109.1% |
| 3Y | +231.7% | +648.7% | -417.0% | +58.2% |
| 5Y | +153.3% | +1,416.6% | -1,263.4% | -11.0% |
| 10Y | +308.8% | +1,412.7% | -1,103.9% | +16.8% |
| All | +1,250.3% | +6,997.6% | -5,747.2% | +94.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling