+18.2%
EWJ vs CAG
-6.8%
+25.0%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +6.0% | -4.6% | +1.6% |
| 7D | -1.2% | +9.7% | -10.9% | -0.9% |
| 30D | -5.5% | +15.8% | -21.2% | -5.1% |
| 3M | -0.8% | +1.8% | -2.6% | -0.7% |
| 6M | +7.1% | +11.5% | -4.4% | +7.7% |
| YTD | +16.9% | -6.7% | +23.6% | +20.1% |
| 1Y | +18.2% | -5.6% | +23.8% | +21.1% |
| All | +18.2% | -6.8% | +25.0% | +21.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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