+251.7%
CB vs EWJ
+126.4%
+125.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +0.9% |
| 7D | +2.9% | +4.0% | -1.0% | +0.9% |
| 30D | +7.3% | -4.3% | +11.6% | +9.4% |
| 3M | +9.4% | -6.8% | +16.2% | +12.9% |
| 6M | +19.6% | -0.9% | +20.5% | +18.3% |
| YTD | +21.5% | +14.3% | +7.2% | +9.2% |
| 1Y | +28.0% | +15.3% | +12.7% | +14.3% |
| 3Y | +74.9% | +65.6% | +9.2% | +17.2% |
| 5Y | +108.1% | +47.5% | +60.7% | +52.9% |
| All | +251.7% | +126.4% | +125.3% | +88.9% |
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