-43.4%
CCL vs EWJ
+139.2%
-182.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.1% |
| 7D | -4.3% | -1.5% | -2.8% | -2.0% |
| 30D | -19.0% | +0.2% | -19.1% | -19.3% |
| 3M | -13.1% | +8.6% | -21.7% | -24.7% |
| 6M | -13.3% | +12.1% | -25.4% | -28.3% |
| YTD | -25.2% | +20.1% | -45.3% | -45.1% |
| 1Y | -27.2% | +25.2% | -52.4% | -50.4% |
| 3Y | +49.2% | +70.8% | -21.5% | -42.3% |
| 5Y | +0.4% | +49.2% | -48.8% | -48.5% |
| All | -43.4% | +139.2% | -182.5% | -83.6% |
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