+140.0%
EWJ vs CP
+224.3%
-84.4%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.6% |
| 7D | +1.0% | +0.6% | +0.4% | +0.8% |
| 30D | +1.0% | -0.5% | +1.5% | +1.1% |
| 3M | +7.2% | +0.1% | +7.2% | +6.9% |
| 6M | +13.9% | +7.8% | +6.1% | +10.4% |
| YTD | +20.8% | +22.9% | -2.1% | +11.7% |
| 1Y | +26.4% | +21.3% | +5.1% | +17.3% |
| 3Y | +71.8% | +20.4% | +51.4% | +57.7% |
| 5Y | +49.9% | +34.9% | +14.9% | +30.0% |
| 10Y | +140.0% | +233.3% | -93.4% | +50.8% |
| All | +140.0% | +224.3% | -84.4% | +50.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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