+272.1%
CNQ vs EWJ
+50.5%
+221.5%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.2% | -2.8% | -1.6% |
| 7D | +0.1% | +0.3% | -0.2% | 0.0% |
| 30D | +6.2% | +0.8% | +5.4% | +5.7% |
| 3M | +12.4% | +7.5% | +4.9% | +7.5% |
| 6M | +9.0% | +15.6% | -6.6% | -0.9% |
| YTD | +52.2% | +22.7% | +29.5% | +32.0% |
| 1Y | +65.0% | +26.4% | +38.6% | +39.8% |
| 3Y | +78.8% | +72.5% | +6.3% | +15.6% |
| All | +272.1% | +50.5% | +221.5% | +149.7% |
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