+53.5%
CME vs EWJ
+73.3%
-19.8%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.1% |
| 7D | -2.9% | +2.9% | -5.7% | -2.6% |
| 30D | +5.5% | +1.1% | +4.4% | +5.6% |
| 3M | +11.0% | +7.1% | +3.9% | +11.8% |
| 6M | -9.7% | +16.2% | -25.9% | -8.6% |
| YTD | +4.9% | +22.0% | -17.1% | +6.3% |
| 1Y | +10.1% | +26.2% | -16.1% | +11.7% |
| 3Y | +53.5% | +73.5% | -19.9% | +57.3% |
| All | +53.5% | +73.3% | -19.8% | +57.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling