+155.6%
EWJ vs CAG
+177.2%
-21.6%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.6% |
| 7D | +2.5% | -3.8% | +6.3% | +3.3% |
| 30D | +3.3% | +3.1% | +0.1% | +2.6% |
| 3M | +5.0% | +23.5% | -18.5% | +0.3% |
| 6M | +11.5% | -14.8% | +26.4% | +14.4% |
| YTD | +22.4% | -5.4% | +27.8% | +22.7% |
| 1Y | +30.2% | -11.8% | +42.0% | +32.1% |
| 3Y | +72.8% | -36.7% | +109.5% | +85.4% |
| 5Y | +54.1% | -40.3% | +94.4% | +65.9% |
| 10Y | +140.6% | -37.0% | +177.6% | +144.8% |
| All | +155.6% | +177.2% | -21.6% | +79.1% |
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 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