+141.9%
EWJ vs CG
+314.7%
-172.8%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.7% | +3.9% | +2.6% |
| 7D | +0.3% | -9.9% | +10.1% | +2.9% |
| 30D | +0.8% | -11.7% | +12.4% | +3.8% |
| 3M | +7.5% | -4.3% | +11.8% | +8.2% |
| 6M | +15.6% | -8.8% | +24.3% | +17.5% |
| YTD | +22.7% | -26.9% | +49.6% | +31.2% |
| 1Y | +26.4% | -35.4% | +61.8% | +39.0% |
| 3Y | +72.5% | +43.0% | +29.5% | +50.4% |
| 5Y | +52.4% | +1.9% | +50.5% | +39.9% |
| All | +141.9% | +314.7% | -172.8% | +64.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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