+129.5%
EWJ vs CP
+6,984.9%
-6,855.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.6% |
| 7D | -5.0% | +2.8% | -7.8% | -5.9% |
| 30D | -10.2% | +10.2% | -20.4% | -13.1% |
| 3M | -7.2% | +2.4% | -9.6% | -8.1% |
| 6M | -3.2% | +7.7% | -10.9% | -6.0% |
| YTD | +9.9% | +26.0% | -16.1% | +1.2% |
| 1Y | +11.0% | +34.6% | -23.7% | -0.1% |
| 3Y | +57.3% | +26.7% | +30.6% | +42.8% |
| 5Y | +41.3% | +24.9% | +16.4% | +27.1% |
| 10Y | +117.5% | +258.6% | -141.1% | +33.9% |
| All | +129.5% | +6,984.9% | -6,855.3% | -48.2% |
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 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