+22.4%
CCI vs EWJ
+144.4%
-122.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.2% | +0.2% | +1.4% |
| 7D | -0.3% | +0.3% | -0.6% | -0.4% |
| 30D | +2.2% | +0.8% | +1.4% | +1.9% |
| 3M | -16.9% | +7.5% | -24.4% | -20.0% |
| 6M | -11.5% | +15.6% | -27.1% | -18.3% |
| YTD | -12.8% | +22.7% | -35.6% | -21.9% |
| 1Y | -17.1% | +26.4% | -43.5% | -27.0% |
| 3Y | -9.6% | +72.5% | -82.2% | -34.9% |
| 5Y | -48.9% | +52.4% | -101.4% | -60.9% |
| All | +22.4% | +144.4% | -122.0% | -33.2% |
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