+216.7%
CTVA vs EWJ
+115.1%
+101.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.2% | -2.9% | -2.2% |
| 7D | -4.5% | +0.3% | -4.8% | -4.7% |
| 30D | +11.3% | +0.8% | +10.5% | +10.5% |
| 3M | +12.3% | +7.5% | +4.8% | +6.0% |
| 6M | +7.2% | +15.6% | -8.4% | -5.0% |
| YTD | +26.0% | +22.7% | +3.3% | +6.0% |
| 1Y | +16.0% | +26.4% | -10.4% | -5.0% |
| 3Y | +73.9% | +72.5% | +1.4% | +6.0% |
| 5Y | +103.8% | +52.4% | +51.3% | +41.9% |
| All | +216.7% | +115.1% | +101.6% | +34.7% |
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 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