+76.1%
CME vs EWJ
+50.3%
+25.8%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.7% |
| 7D | -0.6% | +1.0% | -1.6% | -0.7% |
| 30D | +4.7% | +1.0% | +3.7% | +4.6% |
| 3M | +7.8% | +7.2% | +0.6% | +7.0% |
| 6M | -11.0% | +13.9% | -24.9% | -12.5% |
| YTD | +4.0% | +20.8% | -16.8% | +1.1% |
| 1Y | +9.1% | +26.4% | -17.3% | +5.1% |
| 3Y | +52.3% | +71.8% | -19.5% | +33.1% |
| 5Y | +76.1% | +49.9% | +26.2% | +63.9% |
| All | +76.1% | +50.3% | +25.8% | +63.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling