+604.3%
CEG vs EWJ
+66.7%
+537.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.2% | -2.6% | -2.1% |
| 7D | -4.8% | +0.3% | -5.0% | -5.0% |
| 30D | +2.3% | +0.8% | +1.5% | +1.7% |
| 3M | +15.6% | +7.5% | +8.1% | +9.1% |
| 6M | -5.0% | +15.6% | -20.6% | -15.2% |
| YTD | -19.0% | +22.7% | -41.8% | -31.4% |
| 1Y | -10.0% | +26.4% | -36.4% | -25.4% |
| 3Y | +163.9% | +72.5% | +91.4% | +74.9% |
| All | +604.3% | +66.7% | +537.6% | +327.5% |
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