+140.9%
EWJ vs CNH
+40.2%
+100.7%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.4% | +3.2% | -0.1% |
| 7D | -2.4% | +4.5% | -6.9% | -3.5% |
| 30D | -7.6% | +7.6% | -15.3% | -9.5% |
| 3M | -5.9% | +17.0% | -22.9% | -10.3% |
| 6M | -1.5% | +12.9% | -14.4% | -5.8% |
| YTD | +12.6% | +34.3% | -21.7% | +2.5% |
| 1Y | +12.7% | +28.5% | -15.9% | +3.6% |
| 3Y | +63.1% | +31.9% | +31.2% | +45.3% |
| 5Y | +48.2% | -9.6% | +57.8% | +41.7% |
| 10Y | +123.1% | +106.3% | +16.8% | +63.4% |
| All | +140.9% | +40.2% | +100.7% | +87.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling