+5.6%
CNC vs EWJ
+50.5%
-45.0%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.2% | -0.6% | +0.9% |
| 7D | -0.9% | +0.3% | -1.2% | -1.0% |
| 30D | -1.0% | +0.8% | -1.8% | -1.3% |
| 3M | +4.5% | +7.5% | -3.0% | +2.0% |
| 6M | +85.2% | +15.6% | +69.6% | +75.8% |
| YTD | +61.4% | +22.7% | +38.7% | +49.5% |
| 1Y | +94.9% | +26.4% | +68.5% | +78.3% |
| 3Y | 0.0% | +72.5% | -72.5% | -19.9% |
| All | +5.6% | +50.5% | -45.0% | -11.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling