+75.1%
CTVA vs EWJ
+69.3%
+5.8%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.1% |
| 7D | -4.7% | -1.5% | -3.2% | -4.2% |
| 30D | +11.1% | +0.2% | +10.9% | +10.9% |
| 3M | +13.7% | +8.6% | +5.1% | +9.9% |
| 6M | +11.2% | +12.1% | -0.9% | +5.7% |
| YTD | +26.9% | +20.1% | +6.8% | +16.5% |
| 1Y | +18.8% | +25.2% | -6.4% | +6.7% |
| All | +75.1% | +69.3% | +5.8% | +33.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling