+125.9%
EWJ vs CG
+278.5%
-152.5%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | +0.1% |
| 7D | +4.0% | +0.2% | +3.8% | +3.9% |
| 30D | -4.3% | +11.2% | -15.4% | -6.9% |
| 3M | -6.8% | -22.1% | +15.3% | -1.1% |
| 6M | -0.9% | -17.9% | +17.0% | +3.4% |
| YTD | +14.3% | -31.3% | +45.6% | +23.9% |
| 1Y | +15.3% | -24.0% | +39.3% | +21.7% |
| 3Y | +65.6% | +45.0% | +20.7% | +43.7% |
| 5Y | +47.5% | -22.6% | +70.1% | +45.1% |
| All | +125.9% | +278.5% | -152.5% | +54.2% |
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