+791.9%
CDE vs EWJ
+73.0%
+718.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.2% | -1.0% | -2.0% |
| 7D | -3.1% | +0.3% | -3.4% | -3.5% |
| 30D | +9.5% | +0.8% | +8.7% | +8.1% |
| 3M | +25.5% | +7.5% | +18.0% | +14.0% |
| 6M | -7.9% | +15.6% | -23.5% | -22.8% |
| YTD | +15.6% | +22.7% | -7.2% | -9.0% |
| 1Y | +34.0% | +26.4% | +7.6% | +2.1% |
| 3Y | +791.9% | +72.5% | +719.4% | +353.1% |
| All | +791.9% | +73.0% | +718.9% | +353.1% |
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