+69.9%
CNP vs EWJ
+50.3%
+19.6%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.7% |
| 7D | +0.7% | +1.0% | -0.3% | +0.4% |
| 30D | -0.1% | +1.0% | -1.0% | -0.3% |
| 3M | -5.6% | +7.2% | -12.9% | -7.4% |
| 6M | -7.5% | +13.9% | -21.4% | -11.0% |
| YTD | +5.5% | +20.8% | -15.3% | -0.4% |
| 1Y | +8.3% | +26.4% | -18.0% | +0.8% |
| 3Y | +51.8% | +71.8% | -20.0% | +24.1% |
| 5Y | +69.9% | +49.9% | +20.0% | +34.9% |
| All | +69.9% | +50.3% | +19.6% | +34.9% |
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