+6,781.2%
CME vs EWJ
+409.4%
+6,371.8%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.5% |
| 7D | -1.6% | +2.5% | -4.1% | -3.1% |
| 30D | +6.2% | +3.3% | +3.0% | +3.9% |
| 3M | +10.4% | +5.0% | +5.4% | +5.9% |
| 6M | -9.5% | +11.5% | -21.1% | -17.3% |
| YTD | +6.0% | +22.4% | -16.4% | -9.3% |
| 1Y | +9.3% | +30.2% | -20.9% | -10.8% |
| 3Y | +57.7% | +72.8% | -15.2% | +1.3% |
| 5Y | +77.7% | +54.1% | +23.6% | +22.1% |
| 10Y | +281.2% | +140.6% | +140.6% | +85.4% |
| All | +6,781.2% | +409.4% | +6,371.8% | +2,170.0% |
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