+15.3%
EWJ vs CFG
+28.3%
-13.0%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.1% |
| 7D | +4.0% | +3.2% | +0.8% | +2.9% |
| 30D | -4.3% | +5.1% | -9.4% | -5.6% |
| 3M | -6.8% | -11.2% | +4.4% | -3.6% |
| 6M | -0.9% | +9.6% | -10.5% | -4.5% |
| YTD | +14.3% | +15.0% | -0.7% | +7.9% |
| 1Y | +15.3% | +29.9% | -14.6% | +5.3% |
| All | +15.3% | +28.3% | -13.0% | +5.3% |
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