+249.6%
EWJ vs CVE
+89.9%
+159.7%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.7% | +0.6% |
| 7D | +2.5% | +2.5% | 0.0% | +2.1% |
| 30D | +3.3% | +16.7% | -13.5% | +0.8% |
| 3M | +5.0% | +9.3% | -4.3% | +3.2% |
| 6M | +11.5% | +43.6% | -32.1% | +4.7% |
| YTD | +22.4% | +93.6% | -71.2% | +9.5% |
| 1Y | +30.2% | +98.8% | -68.5% | +15.8% |
| 3Y | +72.8% | +73.6% | -0.8% | +54.6% |
| 5Y | +54.1% | +312.5% | -258.3% | +17.6% |
| 10Y | +140.6% | +161.0% | -20.4% | +77.7% |
| All | +249.6% | +89.9% | +159.7% | +166.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 CVE 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