+815.5%
CTAS vs EWJ
+126.4%
+689.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.7% | -0.5% |
| 7D | +2.0% | +4.0% | -2.0% | -0.8% |
| 30D | +8.7% | -4.3% | +12.9% | +11.6% |
| 3M | +13.3% | -6.8% | +20.1% | +18.2% |
| 6M | +39.4% | -0.9% | +40.3% | +37.5% |
| YTD | +21.5% | +14.3% | +7.2% | +6.1% |
| 1Y | +21.9% | +15.3% | +6.6% | +5.6% |
| 3Y | +73.6% | +65.6% | +8.0% | +5.9% |
| 5Y | +116.2% | +47.5% | +68.7% | +47.0% |
| All | +815.5% | +126.4% | +689.1% | +317.4% |
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