-0.8%
CCL vs EWJ
+50.5%
-51.4%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.2% | -1.0% | -1.8% |
| 7D | -3.2% | +0.3% | -3.5% | -3.6% |
| 30D | -17.8% | +0.8% | -18.6% | -18.7% |
| 3M | -18.7% | +7.5% | -26.2% | -27.2% |
| 6M | -11.4% | +15.6% | -27.0% | -27.9% |
| YTD | -24.3% | +22.7% | -47.0% | -43.8% |
| 1Y | -28.8% | +26.4% | -55.2% | -49.6% |
| 3Y | +49.3% | +72.5% | -23.2% | -36.6% |
| All | -0.8% | +50.5% | -51.4% | -53.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling