+222.5%
CB vs EWJ
+140.6%
+81.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.3% |
| 7D | -0.6% | +2.9% | -3.5% | -2.1% |
| 30D | -3.9% | +1.1% | -5.0% | -4.5% |
| 3M | +4.9% | +7.1% | -2.2% | +0.3% |
| 6M | +3.3% | +16.2% | -12.9% | -6.5% |
| YTD | +8.5% | +22.0% | -13.5% | -5.2% |
| 1Y | +22.1% | +26.2% | -4.1% | +3.9% |
| 3Y | +70.1% | +73.5% | -3.3% | +12.4% |
| 5Y | +97.4% | +52.7% | +44.7% | +44.6% |
| All | +222.5% | +140.6% | +81.9% | +63.2% |
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