+83.5%
CLF vs EWJ
+123.1%
-39.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.2% | +6.1% | +6.6% |
| 7D | -9.1% | -2.4% | -6.7% | -5.7% |
| 30D | -0.9% | -7.6% | +6.7% | +11.1% |
| 3M | +3.0% | -5.9% | +8.9% | +12.3% |
| 6M | +16.7% | -1.5% | +18.1% | +18.7% |
| YTD | -3.2% | +12.6% | -15.7% | -20.0% |
| 1Y | +24.6% | +12.7% | +11.9% | +2.6% |
| 3Y | -22.3% | +63.1% | -85.4% | -63.5% |
| 5Y | -41.2% | +48.2% | -89.4% | -67.4% |
| All | +83.5% | +123.1% | -39.6% | -29.7% |
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 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