+227.2%
CLF vs EWJ
+130.5%
+96.7%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | -19.6% | -5.0% | -14.6% | -15.3% |
| 30D | -5.0% | -10.2% | +5.3% | +5.7% |
| 3M | -6.3% | -7.2% | +0.9% | +1.0% |
| 6M | +2.8% | -3.2% | +6.0% | +6.5% |
| YTD | -13.7% | +9.9% | -23.6% | -21.2% |
| 1Y | +13.6% | +11.0% | +2.6% | +2.7% |
| 3Y | -34.0% | +57.3% | -91.3% | -56.4% |
| 5Y | -48.7% | +41.3% | -90.0% | -61.6% |
| 10Y | +113.4% | +117.5% | -4.0% | +17.8% |
| All | +227.2% | +130.5% | +96.7% | +53.1% |
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