+142.8%
CI vs EWJ
+126.4%
+16.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.1% |
| 7D | +1.2% | +4.0% | -2.8% | -1.1% |
| 30D | +2.6% | -4.3% | +6.8% | +4.8% |
| 3M | +7.4% | -6.8% | +14.2% | +11.3% |
| 6M | -0.1% | -0.9% | +0.8% | -1.0% |
| YTD | +9.7% | +14.3% | -4.5% | -1.3% |
| 1Y | +12.1% | +15.3% | -3.2% | +0.1% |
| 3Y | +7.0% | +65.6% | -58.6% | -28.8% |
| 5Y | +49.7% | +47.5% | +2.2% | +9.8% |
| All | +142.8% | +126.4% | +16.4% | +16.7% |
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 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