+125.8%
EWJ vs CF
+479.2%
-353.4%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.1% | +3.7% | +3.7% |
| 7D | -1.5% | -0.9% | -0.6% | -1.4% |
| 30D | -6.5% | +6.9% | -13.5% | -7.4% |
| 3M | -5.6% | +4.8% | -10.4% | -6.5% |
| 6M | -0.3% | +4.7% | -4.9% | -1.5% |
| YTD | +13.9% | +56.5% | -42.6% | +4.6% |
| 1Y | +14.6% | +48.4% | -33.9% | +6.0% |
| 3Y | +66.6% | +59.1% | +7.5% | +50.3% |
| 5Y | +47.7% | +109.5% | -61.9% | +22.5% |
| All | +125.8% | +479.2% | -353.4% | +58.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 10y: compounded portfolio wealth divided by compounded CF 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…
10y analysis · Full analysis span regression · 6 months rolling