+11.7%
CMI vs EWJ
+18.0%
-6.3%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +1.4% | -7.1% | -7.2% |
| 7D | -11.2% | -1.2% | -10.0% | -10.1% |
| 30D | -9.8% | -5.5% | -4.4% | -4.4% |
| 3M | -25.5% | -0.8% | -24.7% | -25.2% |
| 6M | -27.7% | +7.1% | -34.8% | -33.1% |
| YTD | -6.6% | +16.9% | -23.5% | -20.6% |
| 1Y | +11.7% | +18.2% | -6.5% | -5.7% |
| All | +11.7% | +18.0% | -6.3% | -5.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling