+84.9%
CL vs EWJ
+122.8%
-37.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.3% | +0.5% |
| 7D | +2.6% | -2.4% | +5.0% | +3.2% |
| 30D | +11.8% | -7.6% | +19.4% | +14.1% |
| 3M | +5.9% | -5.9% | +11.8% | +7.5% |
| 6M | +13.3% | -1.5% | +14.8% | +12.9% |
| YTD | +27.1% | +12.6% | +14.6% | +20.9% |
| 1Y | +28.0% | +12.7% | +15.3% | +21.7% |
| 3Y | +39.4% | +63.1% | -23.7% | +13.2% |
| 5Y | +40.8% | +48.2% | -7.5% | +18.3% |
| 10Y | +84.9% | +123.1% | -38.3% | +21.9% |
| All | +84.9% | +122.8% | -37.9% | +21.9% |
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