+1,914.6%
CLS vs EWJ
+126.4%
+1,788.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.3% | -5.7% | -5.8% |
| 7D | +16.3% | +4.0% | +12.3% | +10.9% |
| 30D | -25.7% | -4.3% | -21.4% | -20.7% |
| 3M | -30.9% | -6.8% | -24.0% | -23.2% |
| 6M | -35.5% | -0.9% | -34.6% | -32.7% |
| YTD | -18.7% | +14.3% | -33.0% | -29.1% |
| 1Y | -17.9% | +15.3% | -33.2% | -28.9% |
| 3Y | +838.1% | +65.6% | +772.5% | +446.3% |
| 5Y | +1,971.9% | +47.5% | +1,924.4% | +1,272.8% |
| All | +1,914.6% | +126.4% | +1,788.2% | +842.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling