+95.2%
CNC vs EWJ
+144.4%
-49.2%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.2% | -0.6% | +0.3% |
| 7D | -0.9% | +0.3% | -1.2% | -1.1% |
| 30D | -1.0% | +0.8% | -1.8% | -1.5% |
| 3M | +4.5% | +7.5% | -3.0% | -0.2% |
| 6M | +85.2% | +15.6% | +69.6% | +68.1% |
| YTD | +61.4% | +22.7% | +38.7% | +40.2% |
| 1Y | +94.9% | +26.4% | +68.5% | +65.7% |
| 3Y | 0.0% | +72.5% | -72.5% | -33.3% |
| 5Y | +11.2% | +52.4% | -41.2% | -18.0% |
| All | +95.2% | +144.4% | -49.2% | -14.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling