+39.7%
CL vs EWJ
+65.0%
-25.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.6% | -2.2% | +1.3% |
| 7D | +0.5% | -1.5% | +2.0% | +0.5% |
| 30D | +11.6% | -6.5% | +18.1% | +11.7% |
| 3M | +5.6% | -5.6% | +11.2% | +5.7% |
| 6M | +13.2% | -0.3% | +13.4% | +12.8% |
| YTD | +26.9% | +13.9% | +13.0% | +25.2% |
| 1Y | +27.3% | +14.6% | +12.8% | +25.6% |
| 3Y | +39.7% | +66.6% | -26.9% | +30.7% |
| All | +39.7% | +65.0% | -25.2% | +30.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling