+30.2%
EWJ vs CPB
-32.6%
+62.8%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.4% | +3.8% | +0.2% |
| 7D | +2.5% | -8.6% | +11.1% | +1.9% |
| 30D | +3.3% | -7.2% | +10.5% | +2.8% |
| 3M | +5.0% | +0.9% | +4.1% | +5.0% |
| 6M | +11.5% | -11.8% | +23.4% | +11.9% |
| YTD | +22.4% | -19.4% | +41.8% | +23.5% |
| 1Y | +30.2% | -30.4% | +60.6% | +32.1% |
| All | +30.2% | -32.6% | +62.8% | +32.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 1y: compounded portfolio wealth divided by compounded CPB 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…
1y analysis · Full analysis span regression · 6 months rolling