+40.7%
EWJ vs CAI
-9.9%
+50.6%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.2% | +1.0% | +2.1% |
| 7D | +0.3% | -2.9% | +3.2% | +0.5% |
| 30D | +0.8% | +9.3% | -8.6% | +0.2% |
| 3M | +7.5% | +35.2% | -27.7% | +5.2% |
| 6M | +15.6% | +30.7% | -15.1% | +12.8% |
| YTD | +22.7% | -9.8% | +32.5% | +21.3% |
| 1Y | +26.4% | -28.9% | +55.3% | +26.3% |
| All | +40.7% | -9.9% | +50.6% | +37.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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