+1,284.2%
CLS vs EWJ
+70.3%
+1,214.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +2.5% |
| 7D | +20.1% | +1.0% | +19.1% | +18.6% |
| 30D | +6.0% | +1.0% | +5.1% | +5.1% |
| 3M | -10.3% | +7.2% | -17.5% | -18.0% |
| 6M | +24.5% | +13.9% | +10.6% | +5.6% |
| YTD | +12.9% | +20.8% | -7.9% | -13.4% |
| 1Y | +36.7% | +26.4% | +10.3% | -1.3% |
| All | +1,284.2% | +70.3% | +1,214.0% | +549.3% |
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 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