+31.7%
CVS vs EWJ
+24.2%
+7.4%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | -0.1% |
| 7D | -2.0% | -1.5% | -0.5% | -1.9% |
| 30D | +1.9% | +0.2% | +1.7% | +1.9% |
| 3M | -2.2% | +8.6% | -10.8% | -3.1% |
| 6M | +26.7% | +12.1% | +14.6% | +24.9% |
| YTD | +22.9% | +20.1% | +2.8% | +20.0% |
| All | +31.7% | +24.2% | +7.4% | +27.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling