+65.6%
EWJ vs CF
+68.9%
-3.3%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | +4.0% | +4.8% | -0.8% | +4.1% |
| 30D | -4.3% | +4.7% | -9.0% | -4.0% |
| 3M | -6.8% | +7.4% | -14.2% | -6.6% |
| 6M | -0.9% | +0.6% | -1.5% | -0.6% |
| YTD | +14.3% | +64.1% | -49.8% | +8.5% |
| 1Y | +15.3% | +51.4% | -36.1% | +10.5% |
| 3Y | +65.6% | +67.8% | -2.2% | +52.3% |
| All | +65.6% | +68.9% | -3.3% | +52.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling