+49.2%
EWJ vs CAG
-42.8%
+92.0%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.7% | +2.1% | -0.4% |
| 7D | -1.5% | -5.9% | +4.4% | -1.0% |
| 30D | +0.2% | -1.5% | +1.7% | +0.2% |
| 3M | +8.6% | +11.5% | -2.9% | +7.4% |
| 6M | +12.1% | -15.7% | +27.8% | +14.1% |
| YTD | +20.1% | -10.2% | +30.3% | +21.3% |
| 1Y | +25.2% | -18.1% | +43.2% | +27.6% |
| 3Y | +70.8% | -39.4% | +110.2% | +78.4% |
| 5Y | +49.2% | -42.6% | +91.8% | +55.2% |
| All | +49.2% | -42.8% | +92.0% | +55.2% |
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