+155.6%
EWJ vs CPB
+70.4%
+85.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.4% | +3.8% | +1.0% |
| 7D | +2.5% | -8.6% | +11.1% | +4.2% |
| 30D | +3.3% | -7.2% | +10.5% | +4.6% |
| 3M | +5.0% | +0.9% | +4.1% | +4.2% |
| 6M | +11.5% | -11.8% | +23.4% | +13.4% |
| YTD | +22.4% | -19.4% | +41.8% | +26.4% |
| 1Y | +30.2% | -30.4% | +60.6% | +38.1% |
| 3Y | +72.8% | -40.2% | +113.0% | +86.4% |
| 5Y | +54.1% | -39.5% | +93.6% | +63.9% |
| 10Y | +140.6% | -47.4% | +188.0% | +154.3% |
| All | +155.6% | +70.4% | +85.2% | +108.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling