+49.9%
EWJ vs CPB
-38.1%
+88.0%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.5% | -1.0% |
| 7D | +1.0% | -8.0% | +9.0% | +1.3% |
| 30D | +1.0% | -2.4% | +3.4% | +1.0% |
| 3M | +7.2% | +0.5% | +6.7% | +7.1% |
| 6M | +13.9% | -10.5% | +24.3% | +14.5% |
| YTD | +20.8% | -17.5% | +38.3% | +22.1% |
| 1Y | +26.4% | -31.0% | +57.4% | +29.4% |
| 3Y | +71.8% | -40.6% | +112.4% | +75.9% |
| 5Y | +49.9% | -37.7% | +87.6% | +49.0% |
| All | +49.9% | -38.1% | +88.0% | +49.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling