-60.8%
CLSK vs EWJ
+142.7%
-203.5%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.2% | +4.6% | +3.7% |
| 7D | +7.7% | +0.3% | +7.4% | +7.4% |
| 30D | +12.2% | +0.8% | +11.4% | +11.4% |
| 3M | -15.5% | +7.5% | -23.0% | -22.5% |
| 6M | +39.3% | +15.6% | +23.8% | +17.6% |
| YTD | +35.1% | +22.7% | +12.3% | +6.7% |
| 1Y | +34.0% | +26.4% | +7.6% | +2.4% |
| 3Y | +226.3% | +72.5% | +153.7% | +73.1% |
| 5Y | +6.4% | +52.4% | -46.1% | -37.2% |
| All | -60.8% | +142.7% | -203.5% | -88.1% |
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