+125.9%
EWJ vs CP
+257.3%
-131.4%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.5% |
| 7D | +4.0% | +2.1% | +1.8% | +3.2% |
| 30D | -4.3% | +9.3% | -13.6% | -7.2% |
| 3M | -6.8% | +0.5% | -7.3% | -7.1% |
| 6M | -0.9% | +10.4% | -11.3% | -4.7% |
| YTD | +14.3% | +28.7% | -14.4% | +3.9% |
| 1Y | +15.3% | +33.2% | -17.9% | +3.5% |
| 3Y | +65.6% | +38.4% | +27.2% | +44.7% |
| 5Y | +47.5% | +26.2% | +21.3% | +31.0% |
| All | +125.9% | +257.3% | -131.4% | +39.2% |
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