+421.5%
CARR vs EWJ
+150.5%
+271.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.2% | -0.8% | -0.3% |
| 7D | -3.8% | +0.3% | -4.1% | -4.0% |
| 30D | -8.9% | +0.8% | -9.7% | -9.5% |
| 3M | -17.3% | +7.5% | -24.8% | -22.0% |
| 6M | -1.4% | +15.6% | -17.0% | -12.2% |
| YTD | +10.0% | +22.7% | -12.7% | -6.8% |
| 1Y | -6.4% | +26.4% | -32.8% | -22.7% |
| 3Y | +1.5% | +72.5% | -71.0% | -35.5% |
| 5Y | +9.3% | +52.4% | -43.2% | -26.3% |
| All | +421.5% | +150.5% | +271.0% | +181.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ 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 EWJ 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