+2,702.5%
CI vs EWJ
+156.6%
+2,545.9%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.7% | -1.5% |
| 7D | +1.3% | +2.5% | -1.2% | +0.1% |
| 30D | +4.4% | +3.3% | +1.2% | +2.8% |
| 3M | +0.7% | +5.0% | -4.3% | -2.3% |
| 6M | +0.3% | +11.5% | -11.2% | -5.7% |
| YTD | +3.8% | +22.4% | -18.6% | -6.9% |
| 1Y | -5.5% | +30.2% | -35.7% | -17.9% |
| 3Y | +8.1% | +72.8% | -64.7% | -19.8% |
| 5Y | +42.8% | +54.1% | -11.3% | +11.3% |
| 10Y | +143.9% | +140.6% | +3.3% | +55.1% |
| All | +2,702.5% | +156.6% | +2,545.9% | +1,402.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling