+93.0%
EWJ vs CLBK
+67.9%
+25.1%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +2.5% | +1.2% | +1.3% | +2.2% |
| 30D | +3.3% | +9.1% | -5.8% | +1.1% |
| 3M | +5.0% | +27.7% | -22.7% | -1.2% |
| 6M | +11.5% | +40.8% | -29.3% | +2.5% |
| YTD | +22.4% | +66.4% | -44.0% | +7.8% |
| 1Y | +30.2% | +72.4% | -42.2% | +13.4% |
| 3Y | +72.8% | +50.7% | +22.1% | +52.1% |
| 5Y | +54.1% | +42.9% | +11.2% | +31.4% |
| All | +93.0% | +67.9% | +25.1% | +54.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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