+3,994.3%
CMG vs EWJ
+148.1%
+3,846.2%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.0% | -1.5% | -1.9% |
| 7D | -6.5% | +1.0% | -7.5% | -7.1% |
| 30D | +12.1% | +1.0% | +11.1% | +11.4% |
| 3M | +20.6% | +7.2% | +13.4% | +15.0% |
| 6M | +2.1% | +13.9% | -11.8% | -6.6% |
| YTD | -2.6% | +20.8% | -23.4% | -14.4% |
| 1Y | -8.7% | +26.4% | -35.1% | -22.0% |
| 3Y | -7.4% | +71.8% | -79.1% | -35.9% |
| 5Y | -5.7% | +49.9% | -55.5% | -29.0% |
| 10Y | +322.3% | +140.0% | +182.4% | +137.0% |
| All | +3,994.3% | +148.1% | +3,846.2% | +2,061.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling