+113.4%
CSCO vs EWJ
+47.6%
+65.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.5% |
| 7D | -1.1% | -1.5% | +0.4% | -0.3% |
| 30D | -10.8% | +0.2% | -11.0% | -10.9% |
| 3M | -9.2% | +8.6% | -17.8% | -13.3% |
| 6M | +39.5% | +12.1% | +27.4% | +30.6% |
| YTD | +41.5% | +20.1% | +21.4% | +27.2% |
| 1Y | +61.0% | +25.2% | +35.8% | +41.2% |
| 3Y | +105.2% | +70.8% | +34.4% | +47.5% |
| 5Y | +113.4% | +49.2% | +64.3% | +59.2% |
| All | +113.4% | +47.6% | +65.9% | +59.2% |
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