-46.8%
CPNG vs EWJ
+31.1%
-77.9%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.8% | -1.7% |
| 7D | -7.4% | +2.5% | -10.0% | -8.9% |
| 30D | -4.4% | +3.3% | -7.7% | -6.5% |
| 3M | -7.5% | +5.0% | -12.5% | -11.2% |
| 6M | -19.9% | +11.5% | -31.5% | -26.7% |
| YTD | -35.2% | +22.4% | -57.6% | -45.4% |
| 1Y | -46.8% | +30.2% | -77.0% | -58.7% |
| All | -46.8% | +31.1% | -77.9% | -58.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling