+169.4%
CCJ vs EWJ
+70.3%
+99.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.5% | -0.5% |
| 7D | +4.2% | +1.0% | +3.2% | +3.1% |
| 30D | +3.2% | +1.0% | +2.2% | +2.2% |
| 3M | -1.8% | +7.2% | -9.1% | -8.8% |
| 6M | -13.5% | +13.9% | -27.4% | -23.8% |
| YTD | +9.7% | +20.8% | -11.0% | -8.9% |
| 1Y | +30.0% | +26.4% | +3.6% | +3.2% |
| All | +169.4% | +70.3% | +99.1% | +63.7% |
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 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