+7,715.0%
CME vs EWJ
+375.6%
+7,339.4%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.6% |
| 7D | +3.9% | +4.0% | 0.0% | +1.4% |
| 30D | +11.3% | -4.3% | +15.6% | +14.0% |
| 3M | +19.6% | -6.8% | +26.4% | +24.1% |
| 6M | +8.1% | -0.9% | +9.0% | +6.7% |
| YTD | +20.4% | +14.3% | +6.1% | +6.9% |
| 1Y | +16.5% | +15.3% | +1.2% | +2.6% |
| 3Y | +66.4% | +65.6% | +0.8% | +9.2% |
| 5Y | +74.5% | +47.5% | +27.0% | +22.4% |
| 10Y | +308.5% | +126.2% | +182.3% | +105.5% |
| All | +7,715.0% | +375.6% | +7,339.4% | +2,575.0% |
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 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