+33.9%
CCL vs EWJ
+47.4%
-13.5%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.8% |
| 7D | -1.2% | +4.0% | -5.1% | -6.4% |
| 30D | +13.1% | -4.3% | +17.4% | +20.1% |
| 3M | +3.4% | -6.8% | +10.2% | +13.6% |
| 6M | +18.7% | -0.9% | +19.6% | +18.7% |
| YTD | -2.3% | +14.3% | -16.5% | -20.4% |
| 1Y | +14.2% | +15.3% | -1.1% | -8.4% |
| 3Y | +133.6% | +65.6% | +68.0% | +0.7% |
| All | +33.9% | +47.4% | -13.5% | -27.0% |
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