+10,523.9%
CMI vs EWJ
+157.4%
+10,366.5%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.2% | -1.0% | -0.4% |
| 7D | -0.7% | +0.3% | -1.0% | -0.9% |
| 30D | -12.4% | +0.8% | -13.2% | -12.9% |
| 3M | -14.8% | +7.5% | -22.3% | -19.2% |
| 6M | +0.8% | +15.6% | -14.8% | -9.0% |
| YTD | +10.2% | +22.7% | -12.5% | -4.6% |
| 1Y | +37.4% | +26.4% | +11.0% | +16.3% |
| 3Y | +153.3% | +72.5% | +80.8% | +68.9% |
| 5Y | +167.6% | +52.4% | +115.1% | +94.5% |
| 10Y | +514.4% | +143.8% | +370.5% | +220.4% |
| All | +10,523.9% | +157.4% | +10,366.5% | +4,240.4% |
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