+4,432.5%
CB vs EWJ
+140.6%
+4,292.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.9% | -1.6% | -0.6% |
| 7D | -1.0% | -1.9% | +0.8% | -0.3% |
| 30D | +7.3% | -5.3% | +12.7% | +9.9% |
| 3M | +7.0% | -4.3% | +11.3% | +8.8% |
| 6M | +16.3% | +0.4% | +16.0% | +14.6% |
| YTD | +19.7% | +14.7% | +5.0% | +9.7% |
| 1Y | +27.8% | +14.7% | +13.1% | +17.0% |
| 3Y | +72.0% | +66.2% | +5.8% | +28.4% |
| 5Y | +104.9% | +50.2% | +54.7% | +59.7% |
| 10Y | +246.7% | +127.1% | +119.7% | +122.8% |
| All | +4,432.5% | +140.6% | +4,292.0% | +2,282.8% |
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