+168.6%
EWJ vs CNI
+6,516.9%
-6,348.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.9% | +1.3% | +1.9% |
| 7D | +0.3% | -0.4% | +0.7% | +0.4% |
| 30D | +0.8% | -2.7% | +3.5% | +1.8% |
| 3M | +7.5% | +3.9% | +3.6% | +5.6% |
| 6M | +15.6% | +16.4% | -0.8% | +8.6% |
| YTD | +22.7% | +25.8% | -3.1% | +11.7% |
| 1Y | +26.4% | +32.4% | -6.0% | +12.7% |
| 3Y | +72.5% | +19.1% | +53.5% | +58.4% |
| 5Y | +52.4% | +13.6% | +38.9% | +40.8% |
| 10Y | +143.8% | +136.8% | +7.0% | +66.1% |
| All | +168.6% | +6,516.9% | -6,348.3% | -29.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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