+135.1%
EWJ vs CP
+7,109.4%
-6,974.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.1% |
| 7D | -2.4% | +2.8% | -5.2% | -3.2% |
| 30D | -7.6% | +11.0% | -18.7% | -10.8% |
| 3M | -5.9% | +3.8% | -9.7% | -7.2% |
| 6M | -1.5% | +9.5% | -10.9% | -4.8% |
| YTD | +12.6% | +28.2% | -15.6% | +3.0% |
| 1Y | +12.7% | +33.0% | -20.3% | +1.9% |
| 3Y | +63.1% | +35.5% | +27.5% | +44.9% |
| 5Y | +48.2% | +25.8% | +22.4% | +33.0% |
| 10Y | +123.1% | +250.7% | -127.6% | +38.4% |
| All | +135.1% | +7,109.4% | -6,974.3% | -47.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling