-70.0%
CPNG vs EWJ
+61.5%
-131.5%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.6% | +0.6% |
| 7D | -7.6% | +1.0% | -8.6% | -8.6% |
| 30D | -8.8% | +1.0% | -9.8% | -9.9% |
| 3M | -7.2% | +7.2% | -14.5% | -14.0% |
| 6M | -21.5% | +13.9% | -35.4% | -32.1% |
| YTD | -37.4% | +20.8% | -58.2% | -49.6% |
| 1Y | -54.3% | +26.4% | -80.7% | -65.2% |
| 3Y | -20.3% | +71.8% | -92.1% | -60.4% |
| 5Y | -51.2% | +49.9% | -101.1% | -74.8% |
| All | -70.0% | +61.5% | -131.5% | -85.2% |
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