+414.1%
CARR vs EWJ
+145.1%
+269.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.6% | -1.7% | -1.8% |
| 7D | -4.1% | -1.5% | -2.6% | -3.0% |
| 30D | -11.0% | +0.2% | -11.1% | -11.1% |
| 3M | -16.4% | +8.6% | -25.0% | -21.8% |
| 6M | -2.4% | +12.1% | -14.5% | -11.0% |
| YTD | +8.4% | +20.1% | -11.7% | -6.6% |
| 1Y | -8.0% | +25.2% | -33.2% | -23.4% |
| 3Y | +0.6% | +70.8% | -70.2% | -35.6% |
| 5Y | +7.7% | +49.2% | -41.4% | -26.1% |
| All | +414.1% | +145.1% | +269.0% | +182.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling