+41.6%
EWJ vs CF
+120.6%
-79.0%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | 0.0% |
| 7D | -5.0% | -3.2% | -1.8% | -4.9% |
| 30D | -10.2% | +4.3% | -14.6% | -10.4% |
| 3M | -7.2% | +2.8% | -10.0% | -7.4% |
| 6M | -3.2% | +0.6% | -3.8% | -3.4% |
| YTD | +9.9% | +56.6% | -46.7% | +4.7% |
| 1Y | +11.0% | +49.6% | -38.6% | +6.2% |
| 3Y | +57.3% | +61.5% | -4.2% | +47.9% |
| All | +41.6% | +120.6% | -79.0% | +27.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling