+107.9%
CSCO vs EWJ
+71.9%
+35.9%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | -0.5% | +2.9% | -3.4% | -1.8% |
| 30D | -10.1% | +1.1% | -11.2% | -10.6% |
| 3M | -11.7% | +7.1% | -18.9% | -14.7% |
| 6M | +40.1% | +16.2% | +23.9% | +30.0% |
| YTD | +43.8% | +22.0% | +21.8% | +30.1% |
| 1Y | +66.6% | +26.2% | +40.4% | +48.1% |
| All | +107.9% | +71.9% | +35.9% | +57.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling