+140.6%
CNP vs EWJ
+125.7%
+14.9%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.3% |
| 7D | +2.5% | +3.6% | -1.2% | +0.4% |
| 30D | +4.0% | -6.0% | +10.1% | +7.3% |
| 3M | +1.6% | -6.5% | +8.1% | +5.0% |
| 6M | -1.7% | -0.1% | -1.6% | -2.9% |
| YTD | +8.6% | +13.9% | -5.3% | -1.9% |
| 1Y | +5.8% | +13.1% | -7.3% | -4.1% |
| 3Y | +63.0% | +65.0% | -2.0% | +9.2% |
| 5Y | +74.7% | +47.0% | +27.7% | +27.9% |
| All | +140.6% | +125.7% | +14.9% | +16.3% |
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