+593.0%
CEG vs EWJ
+55.2%
+537.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -1.0% |
| 7D | +12.1% | +4.0% | +8.1% | +9.0% |
| 30D | +0.2% | -4.3% | +4.5% | +3.6% |
| 3M | +0.7% | -6.8% | +7.5% | +6.4% |
| 6M | +2.2% | -0.9% | +3.1% | +2.9% |
| YTD | -20.3% | +14.3% | -34.6% | -28.6% |
| 1Y | -16.1% | +15.3% | -31.4% | -25.3% |
| 3Y | +134.7% | +65.6% | +69.1% | +61.5% |
| All | +593.0% | +55.2% | +537.8% | +344.8% |
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