+214.0%
EWJ vs CVE
+61.8%
+152.2%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.1% |
| 7D | -5.0% | -16.1% | +11.1% | -2.6% |
| 30D | -10.2% | -10.4% | +0.2% | -8.9% |
| 3M | -7.2% | -2.4% | -4.9% | -7.2% |
| 6M | -3.2% | -4.4% | +1.2% | -3.2% |
| YTD | +9.9% | +64.9% | -55.0% | +0.5% |
| 1Y | +11.0% | +66.0% | -55.1% | +1.2% |
| 3Y | +57.3% | +57.7% | -0.3% | +42.5% |
| 5Y | +41.3% | +144.7% | -103.5% | +16.7% |
| 10Y | +117.5% | +139.2% | -21.8% | +61.7% |
| All | +214.0% | +61.8% | +152.2% | +144.4% |
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