+246.7%
CB vs EWJ
+122.8%
+123.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.7% | +2.2% |
| 7D | +0.7% | -2.4% | +3.1% | +1.7% |
| 30D | +8.2% | -7.6% | +15.8% | +12.4% |
| 3M | +6.3% | -5.9% | +12.2% | +9.1% |
| 6M | +16.2% | -1.5% | +17.6% | +15.2% |
| YTD | +19.3% | +12.6% | +6.8% | +8.1% |
| 1Y | +29.2% | +12.7% | +16.6% | +16.8% |
| 3Y | +71.4% | +63.1% | +8.4% | +15.9% |
| 5Y | +104.2% | +48.2% | +56.0% | +48.3% |
| 10Y | +246.7% | +123.1% | +123.5% | +87.7% |
| All | +246.7% | +122.8% | +123.8% | +87.7% |
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