+1,584.9%
CL vs EWJ
+156.6%
+1,428.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -1.9% | -1.6% |
| 7D | -2.2% | +2.5% | -4.7% | -2.9% |
| 30D | -4.8% | +3.3% | -8.1% | -5.8% |
| 3M | +4.9% | +5.0% | -0.1% | +3.0% |
| 6M | -5.7% | +11.5% | -17.3% | -9.1% |
| YTD | +14.4% | +22.4% | -8.0% | +7.1% |
| 1Y | +8.7% | +30.2% | -21.5% | -0.2% |
| 3Y | +30.0% | +72.8% | -42.8% | +8.4% |
| 5Y | +28.4% | +54.1% | -25.8% | +10.0% |
| 10Y | +50.1% | +140.6% | -90.5% | +11.7% |
| All | +1,584.9% | +156.6% | +1,428.3% | +916.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling