+49.2%
EWJ vs CLX
-37.2%
+86.4%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +1.7% |
| 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% | +21.1% |
| 1Y | +25.2% | -24.7% | +49.8% | +27.9% |
| 3Y | +70.8% | -35.6% | +106.4% | +76.3% |
| 5Y | +49.2% | -37.6% | +86.8% | +50.7% |
| All | +49.2% | -37.2% | +86.4% | +50.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling