+136.7%
EWJ vs CPB
-45.5%
+182.1%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.3% | +3.7% | -0.3% |
| 7D | -1.5% | -5.4% | +3.9% | -1.2% |
| 30D | +0.2% | -7.8% | +8.0% | +0.6% |
| 3M | +8.6% | -6.9% | +15.5% | +8.9% |
| 6M | +12.1% | -12.2% | +24.3% | +12.9% |
| YTD | +20.1% | -21.1% | +41.2% | +21.8% |
| 1Y | +25.2% | -33.5% | +58.7% | +28.6% |
| 3Y | +70.8% | -43.2% | +113.9% | +76.4% |
| 5Y | +49.2% | -40.9% | +90.1% | +52.9% |
| All | +136.7% | -45.5% | +182.1% | +146.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling