+217.2%
EWJ vs CF
+5,948.3%
-5,731.2%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.2% | +3.6% | +0.9% |
| 7D | +2.5% | +6.0% | -3.5% | +1.5% |
| 30D | +3.3% | +14.8% | -11.6% | +0.7% |
| 3M | +5.0% | +14.1% | -9.1% | +2.2% |
| 6M | +11.5% | +28.5% | -17.0% | +4.9% |
| YTD | +22.4% | +74.9% | -52.6% | +8.6% |
| 1Y | +30.2% | +61.7% | -31.5% | +17.0% |
| 3Y | +72.8% | +80.3% | -7.5% | +49.6% |
| 5Y | +54.1% | +226.0% | -171.8% | +14.7% |
| 10Y | +140.6% | +569.9% | -429.2% | +45.4% |
| All | +217.2% | +5,948.3% | -5,731.2% | +3.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling