+138.5%
EWJ vs CF
+589.1%
-450.6%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.1% | -0.4% |
| 7D | +2.9% | -0.9% | +3.8% | +3.0% |
| 30D | +1.1% | +18.1% | -17.0% | -1.0% |
| 3M | +7.1% | +23.4% | -16.2% | +4.1% |
| 6M | +16.2% | +17.1% | -0.9% | +12.5% |
| YTD | +22.0% | +76.2% | -54.2% | +10.9% |
| 1Y | +26.2% | +62.3% | -36.1% | +16.0% |
| 3Y | +73.5% | +71.8% | +1.6% | +55.9% |
| 5Y | +52.7% | +234.6% | -181.9% | +17.7% |
| 10Y | +138.5% | +574.3% | -435.8% | +67.0% |
| All | +138.5% | +589.1% | -450.6% | +67.0% |
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