+141.9%
EWJ vs CAG
-36.2%
+178.1%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.7% | +2.9% | +2.3% |
| 7D | +0.3% | -5.7% | +6.0% | +0.9% |
| 30D | +0.8% | -2.4% | +3.2% | +1.0% |
| 3M | +7.5% | +9.8% | -2.3% | +6.2% |
| 6M | +15.6% | -10.8% | +26.4% | +16.8% |
| YTD | +22.7% | -10.8% | +33.6% | +23.9% |
| 1Y | +26.4% | -19.0% | +45.4% | +28.9% |
| 3Y | +72.5% | -39.7% | +112.2% | +80.7% |
| 5Y | +52.4% | -43.0% | +95.4% | +60.1% |
| All | +141.9% | -36.2% | +178.1% | +145.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling