+11.8%
CLF vs EWJ
+26.8%
-14.9%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -0.6% |
| 7D | -2.7% | +1.0% | -3.7% | -3.7% |
| 30D | -3.2% | +1.0% | -4.2% | -4.2% |
| 3M | -5.0% | +7.2% | -12.2% | -12.2% |
| 6M | +26.6% | +13.9% | +12.7% | +10.5% |
| YTD | -9.0% | +20.8% | -29.8% | -31.3% |
| 1Y | +11.8% | +26.4% | -14.5% | -18.6% |
| All | +11.8% | +26.8% | -14.9% | -18.6% |
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 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