+154.7%
EWJ vs CHD
+8,572.4%
-8,417.6%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.7% | +0.1% |
| 7D | +2.9% | -2.9% | +5.8% | +3.5% |
| 30D | +1.1% | -6.2% | +7.3% | +2.3% |
| 3M | +7.1% | +1.6% | +5.6% | +6.5% |
| 6M | +16.2% | -3.5% | +19.7% | +16.6% |
| YTD | +22.0% | +16.2% | +5.8% | +17.7% |
| 1Y | +26.2% | +3.4% | +22.8% | +24.5% |
| 3Y | +73.5% | +4.6% | +68.8% | +69.0% |
| 5Y | +52.7% | +21.1% | +31.6% | +42.7% |
| 10Y | +138.5% | +126.5% | +11.9% | +88.6% |
| All | +154.7% | +8,572.4% | -8,417.6% | +10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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