-13.3%
CLF vs EWJ
+72.2%
-85.5%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.4% | +1.4% |
| 7D | +7.6% | +2.5% | +5.1% | +4.7% |
| 30D | -1.2% | +3.3% | -4.5% | -4.7% |
| 3M | -13.4% | +5.0% | -18.4% | -18.1% |
| 6M | +15.4% | +11.5% | +3.9% | +2.3% |
| YTD | -5.9% | +22.4% | -28.3% | -26.2% |
| 1Y | +18.8% | +30.2% | -11.4% | -12.7% |
| All | -13.3% | +72.2% | -85.5% | -51.6% |
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 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