-10.1%
CEG vs EWJ
+24.8%
-34.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.6% | -2.1% | -2.3% |
| 7D | +0.3% | -1.5% | +1.8% | +1.4% |
| 30D | +2.9% | +0.2% | +2.7% | +2.8% |
| 3M | +18.2% | +8.6% | +9.6% | +11.0% |
| 6M | -9.5% | +12.1% | -21.7% | -16.3% |
| YTD | -18.7% | +20.1% | -38.8% | -30.1% |
| 1Y | -10.1% | +25.2% | -35.3% | -24.7% |
| All | -10.1% | +24.8% | -34.9% | -24.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling