+41.0%
CLS vs EWJ
+26.9%
+14.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +2.2% | +4.4% | +3.3% |
| 7D | +10.9% | +0.3% | +10.7% | +10.5% |
| 30D | +2.1% | +0.8% | +1.3% | +1.4% |
| 3M | -10.2% | +7.5% | -17.7% | -18.0% |
| 6M | +30.4% | +15.6% | +14.8% | +9.5% |
| YTD | +17.2% | +22.7% | -5.5% | -12.2% |
| 1Y | +41.0% | +26.4% | +14.6% | +3.2% |
| All | +41.0% | +26.9% | +14.1% | +3.2% |
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