+303.4%
CME vs EWJ
+126.4%
+177.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.7% |
| 7D | +3.9% | +4.0% | 0.0% | +2.4% |
| 30D | +11.3% | -4.3% | +15.6% | +13.0% |
| 3M | +19.6% | -6.8% | +26.4% | +22.4% |
| 6M | +8.1% | -0.9% | +9.0% | +7.3% |
| YTD | +20.4% | +14.3% | +6.1% | +11.1% |
| 1Y | +16.5% | +15.3% | +1.2% | +6.9% |
| 3Y | +66.4% | +65.6% | +0.8% | +20.2% |
| 5Y | +74.5% | +47.5% | +27.0% | +36.3% |
| All | +303.4% | +126.4% | +177.0% | +117.0% |
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