+245.6%
CRH vs EWJ
+144.4%
+101.2%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.2% | -1.2% | -1.2% |
| 7D | -6.1% | +0.3% | -6.3% | -6.3% |
| 30D | -9.3% | +0.8% | -10.1% | -10.0% |
| 3M | -15.2% | +7.5% | -22.7% | -21.8% |
| 6M | -14.2% | +15.6% | -29.8% | -26.7% |
| YTD | -28.3% | +22.7% | -51.0% | -42.5% |
| 1Y | -21.8% | +26.4% | -48.2% | -39.5% |
| 3Y | +71.6% | +72.5% | -0.9% | -6.6% |
| 5Y | +96.6% | +52.4% | +44.2% | +22.6% |
| All | +245.6% | +144.4% | +101.2% | +37.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling