+140.0%
EWJ vs CNH
+157.1%
-17.1%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.2% | -3.2% | -1.5% |
| 7D | +1.0% | +1.8% | -0.8% | +0.5% |
| 30D | +1.0% | +32.6% | -31.6% | -6.3% |
| 3M | +7.2% | +29.4% | -22.2% | -0.4% |
| 6M | +13.9% | +26.0% | -12.1% | +6.0% |
| YTD | +20.8% | +52.2% | -31.4% | +6.9% |
| 1Y | +26.4% | +23.9% | +2.5% | +17.5% |
| 3Y | +71.8% | +10.1% | +61.6% | +60.6% |
| 5Y | +49.9% | +13.2% | +36.7% | +35.4% |
| 10Y | +140.0% | +160.7% | -20.7% | +72.3% |
| All | +140.0% | +157.1% | -17.1% | +72.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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