+219.9%
CTVA vs EWJ
+111.7%
+108.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.4% | -0.7% |
| 7D | -5.8% | +1.0% | -6.8% | -6.5% |
| 30D | +11.1% | +1.0% | +10.1% | +10.1% |
| 3M | +13.2% | +7.2% | +6.0% | +6.9% |
| 6M | +8.7% | +13.9% | -5.2% | -2.6% |
| YTD | +27.3% | +20.8% | +6.5% | +8.3% |
| 1Y | +18.0% | +26.4% | -8.4% | -3.5% |
| 3Y | +76.5% | +71.8% | +4.7% | +7.6% |
| 5Y | +105.1% | +49.9% | +55.2% | +44.6% |
| All | +219.9% | +111.7% | +108.2% | +37.6% |
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 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