-3.1%
CMG vs EWJ
+50.5%
-53.6%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.2% | -2.0% | -1.1% |
| 7D | -2.1% | +0.3% | -2.3% | -2.2% |
| 30D | +10.9% | +0.8% | +10.1% | +10.3% |
| 3M | +15.8% | +7.5% | +8.3% | +10.4% |
| 6M | +6.9% | +15.6% | -8.6% | -3.2% |
| YTD | -2.2% | +22.7% | -24.9% | -15.3% |
| 1Y | -7.1% | +26.4% | -33.5% | -21.2% |
| 3Y | -7.1% | +72.5% | -79.7% | -39.3% |
| All | -3.1% | +50.5% | -53.6% | -30.8% |
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