+236.5%
EWJ vs CG
+351.2%
-114.7%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.0% | +0.8% |
| 7D | +2.5% | -4.3% | +6.8% | +3.6% |
| 30D | +3.3% | -5.1% | +8.4% | +4.4% |
| 3M | +5.0% | +8.7% | -3.7% | +2.5% |
| 6M | +11.5% | -9.2% | +20.8% | +13.5% |
| YTD | +22.4% | -18.9% | +41.2% | +27.4% |
| 1Y | +30.2% | -25.6% | +55.8% | +38.0% |
| 3Y | +72.8% | +57.3% | +15.5% | +48.3% |
| 5Y | +54.1% | +10.2% | +44.0% | +39.4% |
| 10Y | +140.6% | +364.2% | -223.6% | +50.4% |
| All | +236.5% | +351.2% | -114.7% | +111.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling