+47.7%
EWJ vs CP
+27.1%
+20.6%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.0% | +1.6% | +3.0% |
| 7D | -1.5% | +2.8% | -4.2% | -2.3% |
| 30D | -6.5% | +11.3% | -17.9% | -9.7% |
| 3M | -5.6% | +2.9% | -8.4% | -6.6% |
| 6M | -0.3% | +9.8% | -10.0% | -3.7% |
| YTD | +13.9% | +28.5% | -14.6% | +4.0% |
| 1Y | +14.6% | +33.5% | -18.9% | +3.2% |
| 3Y | +66.6% | +31.9% | +34.7% | +48.5% |
| 5Y | +47.7% | +25.5% | +22.2% | +31.8% |
| All | +47.7% | +27.1% | +20.6% | +31.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling