+394.0%
CAH vs EWJ
+50.5%
+343.4%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.2% | -2.8% | -1.1% |
| 7D | -5.1% | +0.3% | -5.4% | -5.2% |
| 30D | +0.2% | +0.8% | -0.6% | 0.0% |
| 3M | +6.3% | +7.5% | -1.2% | +4.5% |
| 6M | +9.4% | +15.6% | -6.2% | +5.4% |
| YTD | +15.0% | +22.7% | -7.8% | +8.7% |
| 1Y | +55.4% | +26.4% | +29.0% | +45.5% |
| 3Y | +173.8% | +72.5% | +101.3% | +127.0% |
| All | +394.0% | +50.5% | +343.4% | +344.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling