-16.6%
CRH vs EWJ
+11.6%
-28.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -6.0% | +2.6% | +0.7% |
| 7D | +5.3% | -7.0% | +12.4% | +10.7% |
| 30D | +14.2% | -11.1% | +25.3% | +23.8% |
| 3M | -4.2% | -7.3% | +3.1% | +0.8% |
| 6M | -14.5% | -0.6% | -13.9% | -15.5% |
| YTD | -22.7% | +9.9% | -32.6% | -29.3% |
| 1Y | -16.6% | +11.2% | -27.7% | -24.3% |
| All | -16.6% | +11.6% | -28.2% | -24.3% |
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 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