+55.6%
CVS vs EWJ
+70.3%
-14.7%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.6% |
| 7D | -1.9% | +1.0% | -2.9% | -2.0% |
| 30D | -0.3% | +1.0% | -1.3% | -0.5% |
| 3M | -1.1% | +7.2% | -8.4% | -2.4% |
| 6M | +23.7% | +13.9% | +9.8% | +20.7% |
| YTD | +23.0% | +20.8% | +2.2% | +18.4% |
| 1Y | +37.2% | +26.4% | +10.8% | +30.8% |
| All | +55.6% | +70.3% | -14.7% | +35.4% |
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