+562.3%
CEG vs EWJ
+52.9%
+509.4%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.2% | -1.8% | -2.1% |
| 7D | +1.7% | -2.4% | +4.0% | +3.5% |
| 30D | -10.2% | -7.6% | -2.5% | -4.4% |
| 3M | -0.8% | -5.9% | +5.1% | +4.0% |
| 6M | -11.5% | -1.5% | -10.1% | -10.6% |
| YTD | -23.9% | +12.6% | -36.4% | -31.0% |
| 1Y | -25.4% | +12.7% | -38.1% | -32.4% |
| 3Y | +124.2% | +63.1% | +61.1% | +56.1% |
| All | +562.3% | +52.9% | +509.4% | +330.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling