+626.9%
CEG vs EWJ
+64.1%
+562.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -1.0% |
| 7D | +1.3% | +1.0% | +0.3% | +0.5% |
| 30D | +8.8% | +1.0% | +7.9% | +8.0% |
| 3M | +17.0% | +7.2% | +9.7% | +10.6% |
| 6M | -8.7% | +13.9% | -22.6% | -17.6% |
| YTD | -16.4% | +20.8% | -37.2% | -28.3% |
| 1Y | -1.8% | +26.4% | -28.1% | -18.6% |
| 3Y | +175.8% | +71.8% | +104.0% | +83.7% |
| All | +626.9% | +64.1% | +562.9% | +346.8% |
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 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