+49.2%
EWJ vs CG
+2.7%
+46.5%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.4% | +1.8% | 0.0% |
| 7D | -1.5% | -9.8% | +8.3% | +1.0% |
| 30D | +0.2% | -10.3% | +10.5% | +2.7% |
| 3M | +8.6% | -1.7% | +10.3% | +8.6% |
| 6M | +12.1% | -9.8% | +22.0% | +14.3% |
| YTD | +20.1% | -25.6% | +45.7% | +27.8% |
| 1Y | +25.2% | -32.5% | +57.7% | +36.1% |
| 3Y | +70.8% | +45.6% | +25.1% | +48.0% |
| 5Y | +49.2% | +3.7% | +45.5% | +34.7% |
| All | +49.2% | +2.7% | +46.5% | +34.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling