+5,556.5%
CNQ vs EWJ
+183.5%
+5,373.1%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.2% | -2.8% | -2.3% |
| 7D | +0.1% | +0.3% | -0.2% | -0.2% |
| 30D | +6.2% | +0.8% | +5.4% | +5.3% |
| 3M | +12.4% | +7.5% | +4.9% | +5.0% |
| 6M | +9.0% | +15.6% | -6.6% | -5.4% |
| YTD | +52.2% | +22.7% | +29.5% | +25.1% |
| 1Y | +65.0% | +26.4% | +38.6% | +31.9% |
| 3Y | +78.8% | +72.5% | +6.3% | +8.4% |
| 5Y | +286.0% | +52.4% | +233.5% | +158.6% |
| 10Y | +420.7% | +143.8% | +276.9% | +154.6% |
| All | +5,556.5% | +183.5% | +5,373.1% | +2,168.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling