-14.6%
CRH vs EWJ
+31.1%
-45.7%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.4% | +2.0% | +2.2% |
| 7D | -1.7% | +2.5% | -4.2% | -3.2% |
| 30D | -5.4% | +3.3% | -8.6% | -7.4% |
| 3M | -11.2% | +5.0% | -16.2% | -14.3% |
| 6M | -15.8% | +11.5% | -27.4% | -23.0% |
| YTD | -23.6% | +22.4% | -46.0% | -33.0% |
| 1Y | -14.6% | +30.2% | -44.8% | -26.4% |
| All | -14.6% | +31.1% | -45.7% | -26.4% |
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