+49.9%
EWJ vs CFG
+99.7%
-49.8%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.8% |
| 7D | +1.0% | -0.6% | +1.6% | +1.2% |
| 30D | +1.0% | -4.5% | +5.5% | +2.1% |
| 3M | +7.2% | +6.3% | +0.9% | +5.4% |
| 6M | +13.9% | +20.6% | -6.7% | +8.4% |
| YTD | +20.8% | +21.2% | -0.4% | +14.7% |
| 1Y | +26.4% | +38.2% | -11.8% | +16.0% |
| 3Y | +71.8% | +185.9% | -114.2% | +30.7% |
| 5Y | +49.9% | +97.0% | -47.1% | +24.1% |
| All | +49.9% | +99.7% | -49.8% | +24.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling