+132.5%
CNP vs EWJ
+139.2%
-6.7%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.1% | -1.3% |
| 7D | -2.2% | -1.5% | -0.7% | -1.3% |
| 30D | -2.1% | +0.2% | -2.2% | -2.2% |
| 3M | -7.9% | +8.6% | -16.5% | -12.7% |
| 6M | -8.3% | +12.1% | -20.5% | -15.4% |
| YTD | +3.8% | +20.1% | -16.3% | -8.7% |
| 1Y | +5.9% | +25.2% | -19.3% | -9.5% |
| 3Y | +49.3% | +70.8% | -21.5% | -1.3% |
| 5Y | +69.3% | +49.2% | +20.1% | +24.9% |
| All | +132.5% | +139.2% | -6.7% | +6.4% |
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 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