+2,016.2%
CVS vs EWJ
+155.8%
+1,860.4%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | -1.6% | +2.9% | -4.4% | -2.6% |
| 30D | +0.4% | +1.1% | -0.7% | -0.1% |
| 3M | -0.4% | +7.1% | -7.5% | -3.4% |
| 6M | +25.1% | +16.2% | +9.0% | +17.4% |
| YTD | +23.9% | +22.0% | +1.9% | +13.8% |
| 1Y | +41.1% | +26.2% | +14.9% | +27.7% |
| 3Y | +63.6% | +73.5% | -9.8% | +29.1% |
| 5Y | +31.5% | +52.7% | -21.2% | +8.3% |
| 10Y | +40.5% | +138.5% | -98.0% | -2.2% |
| All | +2,016.2% | +155.8% | +1,860.4% | +1,076.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling