+47.6%
EWJ vs CAG
-41.0%
+88.6%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.9% | +0.3% |
| 7D | +4.0% | -3.3% | +7.3% | +4.2% |
| 30D | -4.3% | +7.7% | -11.9% | -4.8% |
| 3M | -6.8% | -3.2% | -3.6% | -6.7% |
| 6M | -0.9% | +7.0% | -7.9% | -1.6% |
| YTD | +14.3% | -9.0% | +23.2% | +15.2% |
| 1Y | +15.3% | -9.6% | +24.9% | +16.4% |
| 3Y | +65.6% | -36.0% | +101.6% | +71.5% |
| All | +47.6% | -41.0% | +88.6% | +53.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling