+150.9%
CI vs EWJ
+127.4%
+23.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.9% | -2.5% | -1.6% |
| 7D | -1.3% | -1.9% | +0.6% | -0.5% |
| 30D | +6.4% | -5.3% | +11.7% | +9.4% |
| 3M | +10.7% | -4.3% | +15.0% | +12.9% |
| 6M | +5.5% | +0.4% | +5.1% | +3.7% |
| YTD | +11.4% | +14.7% | -3.3% | -0.1% |
| 1Y | +15.0% | +14.7% | +0.3% | +3.1% |
| 3Y | +9.0% | +66.2% | -57.2% | -27.7% |
| 5Y | +52.0% | +50.2% | +1.8% | +9.6% |
| 10Y | +150.9% | +127.1% | +23.8% | +20.6% |
| All | +150.9% | +127.4% | +23.5% | +20.6% |
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