+138.6%
EWJ vs CPB
+83.7%
+54.9%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.1% | -2.8% | -0.3% |
| 7D | +4.0% | -1.6% | +5.5% | +4.2% |
| 30D | -4.3% | +19.2% | -23.4% | -7.5% |
| 3M | -6.8% | -1.0% | -5.9% | -7.1% |
| 6M | -0.9% | +15.2% | -16.1% | -4.5% |
| YTD | +14.3% | -13.1% | +27.4% | +16.0% |
| 1Y | +15.3% | -22.4% | +37.7% | +19.6% |
| 3Y | +65.6% | -35.3% | +100.9% | +75.7% |
| 5Y | +47.5% | -33.0% | +80.5% | +53.3% |
| 10Y | +126.2% | -39.2% | +165.4% | +130.9% |
| All | +138.6% | +83.7% | +54.9% | +91.3% |
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