-5.0%
CI vs EWJ
+24.8%
-29.8%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.0% |
| 7D | -1.3% | -1.5% | +0.2% | -1.2% |
| 30D | +3.1% | +0.2% | +3.0% | +3.1% |
| 3M | -4.5% | +8.6% | -13.1% | -5.6% |
| 6M | +8.3% | +12.1% | -3.9% | +5.5% |
| YTD | +3.8% | +20.1% | -16.3% | -1.2% |
| 1Y | -5.0% | +25.2% | -30.2% | -10.9% |
| All | -5.0% | +24.8% | -29.8% | -10.9% |
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