-89.8%
CDE vs EWJ
+151.8%
-241.6%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.6% | -2.6% | -2.7% |
| 7D | -6.1% | -1.5% | -4.6% | -5.0% |
| 30D | +9.5% | +0.2% | +9.3% | +9.3% |
| 3M | +32.0% | +8.6% | +23.4% | +25.3% |
| 6M | -12.8% | +12.1% | -24.9% | -18.2% |
| YTD | +14.2% | +20.1% | -5.9% | +2.8% |
| 1Y | +36.3% | +25.2% | +11.1% | +19.5% |
| 3Y | +821.4% | +70.8% | +750.6% | +562.7% |
| 5Y | +194.3% | +49.2% | +145.1% | +135.2% |
| 10Y | +53.2% | +138.6% | -85.4% | -6.7% |
| All | -89.8% | +151.8% | -241.6% | -94.7% |
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