+1,056.5%
CCJ vs EWJ
+144.4%
+912.0%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.2% | -3.0% | -3.0% |
| 7D | -4.0% | +0.3% | -4.3% | -4.4% |
| 30D | -2.4% | +0.8% | -3.2% | -3.1% |
| 3M | -2.3% | +7.5% | -9.8% | -9.3% |
| 6M | -16.2% | +15.6% | -31.8% | -27.0% |
| YTD | +5.7% | +22.7% | -17.1% | -13.3% |
| 1Y | +21.3% | +26.4% | -5.2% | -3.5% |
| 3Y | +159.4% | +72.5% | +86.9% | +51.0% |
| 5Y | +300.7% | +52.4% | +248.2% | +162.1% |
| All | +1,056.5% | +144.4% | +912.0% | +437.1% |
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