+287.5%
CAH vs EWJ
+144.4%
+143.0%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.2% | -2.8% | -1.7% |
| 7D | -5.1% | +0.3% | -5.4% | -5.2% |
| 30D | +0.2% | +0.8% | -0.6% | -0.3% |
| 3M | +6.3% | +7.5% | -1.2% | +2.0% |
| 6M | +9.4% | +15.6% | -6.2% | +0.4% |
| YTD | +15.0% | +22.7% | -7.8% | +1.5% |
| 1Y | +55.4% | +26.4% | +29.0% | +34.4% |
| 3Y | +173.8% | +72.5% | +101.3% | +88.7% |
| 5Y | +395.2% | +52.4% | +342.7% | +275.4% |
| All | +287.5% | +144.4% | +143.0% | +107.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ 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 10y: compounded portfolio wealth divided by compounded EWJ 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…
10y analysis · Full analysis span regression · 6 months rolling