+20.4%
CLF vs EWJ
+14.0%
+6.4%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.3% | -3.5% | -3.5% |
| 7D | +10.4% | +4.0% | +6.4% | +6.4% |
| 30D | +0.6% | -4.3% | +4.8% | +4.8% |
| 3M | +4.1% | -6.8% | +10.9% | +11.1% |
| 6M | +15.1% | -0.9% | +16.0% | +16.5% |
| YTD | -4.7% | +14.3% | -19.0% | -13.1% |
| 1Y | +20.4% | +15.3% | +5.1% | +9.2% |
| All | +20.4% | +14.0% | +6.4% | +9.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling