+15.3%
EWJ vs CG
-25.8%
+41.1%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -6.2% |
| 3M | -6.8% | -22.1% | +15.3% | -1.9% |
| 6M | -0.9% | -17.9% | +17.0% | +3.0% |
| YTD | +14.3% | -31.3% | +45.6% | +21.6% |
| 1Y | +15.3% | -24.0% | +39.3% | +18.7% |
| All | +15.3% | -25.8% | +41.1% | +18.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling