+53.4%
CL vs EWJ
+137.9%
-84.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | -1.4% | +2.9% | -4.2% | -2.2% |
| 30D | -5.2% | +1.1% | -6.3% | -5.6% |
| 3M | +3.3% | +7.1% | -3.8% | +0.8% |
| 6M | -4.4% | +16.2% | -20.6% | -9.4% |
| YTD | +13.9% | +22.0% | -8.1% | +6.1% |
| 1Y | +7.6% | +26.2% | -18.6% | -1.1% |
| 3Y | +29.6% | +73.5% | -43.9% | +3.6% |
| 5Y | +28.1% | +52.7% | -24.6% | +7.9% |
| 10Y | +53.4% | +138.5% | -85.1% | -3.2% |
| All | +53.4% | +137.9% | -84.5% | -3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ 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 10y: compounded portfolio wealth divided by compounded EWJ 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…
10y analysis · Full analysis span regression · 6 months rolling