+897.6%
CCI vs EWJ
+344.7%
+553.0%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.4% |
| 7D | +0.2% | +2.9% | -2.7% | -1.5% |
| 30D | +0.5% | +1.1% | -0.6% | -0.2% |
| 3M | -16.3% | +7.1% | -23.4% | -20.5% |
| 6M | -13.9% | +16.2% | -30.1% | -22.8% |
| YTD | -12.4% | +22.0% | -34.4% | -23.9% |
| 1Y | -15.2% | +26.2% | -41.4% | -28.1% |
| 3Y | -9.9% | +73.5% | -83.3% | -39.4% |
| 5Y | -50.8% | +52.7% | -103.5% | -64.4% |
| 10Y | +18.3% | +138.5% | -120.2% | -37.2% |
| All | +897.6% | +344.7% | +553.0% | +218.7% |
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 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