+68.8%
EWJ vs CLX
-35.7%
+104.5%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.4% | -0.5% |
| 7D | -1.5% | -5.9% | +4.4% | -1.0% |
| 30D | +0.2% | -17.0% | +17.2% | +1.6% |
| 3M | +8.6% | -9.6% | +18.2% | +9.4% |
| 6M | +12.1% | -21.5% | +33.7% | +14.3% |
| YTD | +20.1% | -8.8% | +28.9% | +21.7% |
| 1Y | +25.2% | -24.7% | +49.8% | +27.7% |
| All | +68.8% | -35.7% | +104.5% | +63.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling