-10.2%
CCI vs EWJ
+70.3%
-80.4%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | -0.1% | -0.9% |
| 7D | -0.3% | +1.0% | -1.3% | -0.4% |
| 30D | +2.1% | +1.0% | +1.1% | +2.0% |
| 3M | -17.8% | +7.2% | -25.1% | -18.8% |
| 6M | -14.2% | +13.9% | -28.1% | -16.4% |
| YTD | -13.3% | +20.8% | -34.1% | -16.4% |
| 1Y | -16.6% | +26.4% | -43.0% | -20.3% |
| All | -10.2% | +70.3% | -80.4% | -24.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling