+256.9%
CLF vs EWJ
+156.6%
+100.2%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.4% | +1.4% |
| 7D | +7.6% | +2.5% | +5.1% | +5.1% |
| 30D | -1.2% | +3.3% | -4.5% | -4.2% |
| 3M | -13.4% | +5.0% | -18.4% | -17.4% |
| 6M | +15.4% | +11.5% | +3.9% | +4.3% |
| YTD | -5.9% | +22.4% | -28.3% | -22.7% |
| 1Y | +18.8% | +30.2% | -11.4% | -7.5% |
| 3Y | -19.4% | +72.8% | -92.2% | -51.5% |
| 5Y | -47.7% | +54.1% | -101.9% | -64.1% |
| 10Y | +130.4% | +140.6% | -10.2% | +15.4% |
| All | +256.9% | +156.6% | +100.2% | +50.3% |
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