+1,624.1%
CCJ vs EWJ
+155.8%
+1,468.3%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.5% | +1.4% |
| 7D | +5.9% | +2.9% | +3.1% | +4.0% |
| 30D | +4.7% | +1.1% | +3.6% | +4.0% |
| 3M | -3.3% | +7.1% | -10.4% | -7.3% |
| 6M | -7.0% | +16.2% | -23.2% | -14.8% |
| YTD | +11.5% | +22.0% | -10.5% | -1.0% |
| 1Y | +32.3% | +26.2% | +6.1% | +15.0% |
| 3Y | +176.8% | +73.5% | +103.4% | +98.3% |
| 5Y | +351.8% | +52.7% | +299.1% | +254.1% |
| 10Y | +1,080.5% | +138.5% | +942.0% | +619.8% |
| All | +1,624.1% | +155.8% | +1,468.3% | +746.0% |
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