+3,231.7%
CLS vs EWJ
+294.6%
+2,937.1%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.5% |
| 7D | +4.6% | +2.5% | +2.1% | +2.3% |
| 30D | -13.9% | +3.3% | -17.2% | -16.0% |
| 3M | -26.6% | +5.0% | -31.5% | -28.8% |
| 6M | +15.4% | +11.5% | +3.9% | +6.6% |
| YTD | +5.7% | +22.4% | -16.7% | -10.6% |
| 1Y | +41.1% | +30.2% | +10.9% | +13.4% |
| 3Y | +1,228.6% | +72.8% | +1,155.8% | +759.8% |
| 5Y | +3,240.6% | +54.1% | +3,186.5% | +2,305.3% |
| 10Y | +2,760.3% | +140.6% | +2,619.7% | +1,347.3% |
| All | +3,231.7% | +294.6% | +2,937.1% | +939.2% |
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 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