+141.9%
EWJ vs CLX
-3.7%
+145.6%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.1% | +3.3% | +2.3% |
| 7D | +0.3% | -5.7% | +6.0% | +0.8% |
| 30D | +0.8% | -17.0% | +17.8% | +2.4% |
| 3M | +7.5% | -9.7% | +17.2% | +8.3% |
| 6M | +15.6% | -19.8% | +35.4% | +17.6% |
| YTD | +22.7% | -9.8% | +32.6% | +23.7% |
| 1Y | +26.4% | -26.2% | +52.6% | +29.5% |
| 3Y | +72.5% | -36.2% | +108.7% | +78.3% |
| 5Y | +52.4% | -38.3% | +90.8% | +56.6% |
| All | +141.9% | -3.7% | +145.6% | +130.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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