+41.0%
CVS vs EWJ
+139.2%
-98.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | +0.2% |
| 7D | -2.0% | -1.5% | -0.5% | -1.3% |
| 30D | +1.9% | +0.2% | +1.7% | +1.7% |
| 3M | -2.2% | +8.6% | -10.8% | -6.5% |
| 6M | +26.7% | +12.1% | +14.6% | +18.8% |
| YTD | +22.9% | +20.1% | +2.8% | +10.7% |
| 1Y | +32.9% | +25.2% | +7.7% | +16.8% |
| 3Y | +62.3% | +70.8% | -8.5% | +16.1% |
| 5Y | +34.2% | +49.2% | -14.9% | +4.9% |
| All | +41.0% | +139.2% | -98.2% | -16.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling