+2,491.1%
CLS vs EWJ
+269.9%
+2,221.2%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +1.9% | +6.6% | +6.7% |
| 7D | +2.8% | -1.9% | +4.6% | +5.3% |
| 30D | -30.1% | -5.3% | -24.8% | -25.7% |
| 3M | -21.7% | -4.3% | -17.4% | -17.3% |
| 6M | -36.2% | +0.4% | -36.6% | -34.8% |
| YTD | -17.8% | +14.7% | -32.5% | -25.5% |
| 1Y | -26.8% | +14.7% | -41.5% | -33.3% |
| 3Y | +853.4% | +66.2% | +787.2% | +545.4% |
| 5Y | +2,005.0% | +50.2% | +1,954.8% | +1,475.0% |
| 10Y | +1,929.4% | +127.1% | +1,802.3% | +996.0% |
| All | +2,491.1% | +269.9% | +2,221.2% | +766.9% |
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