+26.4%
EWJ vs CPB
-33.6%
+60.1%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.3% | +1.9% | +2.2% |
| 7D | +0.3% | -1.8% | +2.1% | +0.2% |
| 30D | +0.8% | -7.1% | +7.9% | +0.3% |
| 3M | +7.5% | -6.0% | +13.6% | +7.4% |
| 6M | +15.6% | -5.3% | +20.8% | +15.8% |
| YTD | +22.7% | -20.8% | +43.6% | +23.5% |
| 1Y | +26.4% | -33.8% | +60.3% | +27.9% |
| All | +26.4% | -33.6% | +60.1% | +27.9% |
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 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