+138.6%
EWJ vs CAG
+166.8%
-28.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.9% | +0.1% |
| 7D | +4.0% | -3.3% | +7.3% | +4.6% |
| 30D | -4.3% | +7.7% | -11.9% | -5.8% |
| 3M | -6.8% | -3.2% | -3.6% | -6.6% |
| 6M | -0.9% | +7.0% | -7.9% | -3.0% |
| YTD | +14.3% | -9.0% | +23.2% | +15.0% |
| 1Y | +15.3% | -9.6% | +24.9% | +16.2% |
| 3Y | +65.6% | -36.0% | +101.6% | +76.7% |
| 5Y | +47.5% | -40.9% | +88.3% | +58.5% |
| 10Y | +126.2% | -37.3% | +163.5% | +129.7% |
| All | +138.6% | +166.8% | -28.2% | +67.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling