+161.9%
EWJ vs CNH
+64.7%
+97.2%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.0% | -3.7% | -0.6% |
| 7D | +2.5% | +23.3% | -20.8% | -2.8% |
| 30D | +3.3% | +33.5% | -30.2% | -4.2% |
| 3M | +5.0% | +32.7% | -27.7% | -2.9% |
| 6M | +11.5% | +22.2% | -10.6% | +4.9% |
| YTD | +22.4% | +57.7% | -35.3% | +7.7% |
| 1Y | +30.2% | +28.0% | +2.2% | +20.4% |
| 3Y | +72.8% | +11.5% | +61.3% | +61.5% |
| 5Y | +54.1% | +11.9% | +42.3% | +40.3% |
| 10Y | +140.6% | +162.8% | -22.2% | +66.9% |
| All | +161.9% | +64.7% | +97.2% | +96.7% |
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