+159.7%
EWJ vs CFG
+396.4%
-236.7%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | +2.5% | +1.5% | +1.0% | +2.1% |
| 30D | +3.3% | -3.8% | +7.1% | +4.2% |
| 3M | +5.0% | +11.5% | -6.5% | +2.1% |
| 6M | +11.5% | +19.2% | -7.6% | +6.7% |
| YTD | +22.4% | +23.7% | -1.3% | +15.9% |
| 1Y | +30.2% | +38.8% | -8.6% | +19.8% |
| 3Y | +72.8% | +178.9% | -106.1% | +32.6% |
| 5Y | +54.1% | +101.8% | -47.7% | +24.8% |
| 10Y | +140.6% | +317.3% | -176.7% | +45.6% |
| All | +159.7% | +396.4% | -236.7% | +49.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling