+122.8%
EWJ vs CFG
+221.6%
-98.8%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.1% |
| 7D | -2.4% | +0.7% | -3.1% | -2.5% |
| 30D | -7.6% | +2.8% | -10.4% | -8.2% |
| 3M | -5.9% | -10.1% | +4.2% | -3.6% |
| 6M | -1.5% | +3.2% | -4.6% | -2.4% |
| YTD | +12.6% | +14.2% | -1.6% | +8.8% |
| 1Y | +12.7% | +27.4% | -14.7% | +6.2% |
| 3Y | +63.1% | +187.6% | -124.5% | +26.2% |
| 5Y | +48.2% | +65.7% | -17.5% | +26.8% |
| All | +122.8% | +221.6% | -98.8% | +61.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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