+12.6%
EWJ vs CFG
+27.4%
-14.8%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.0% |
| 7D | -2.4% | +0.7% | -3.1% | -2.5% |
| 30D | -7.6% | +2.8% | -10.4% | -8.3% |
| 3M | -5.9% | -10.1% | +4.2% | -2.9% |
| 6M | -1.5% | +3.2% | -4.6% | -3.0% |
| YTD | +12.6% | +14.2% | -1.6% | +6.2% |
| All | +12.6% | +27.4% | -14.8% | +2.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling