+154.7%
EWJ vs CLX
+884.1%
-729.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.2% | 0.0% |
| 7D | +2.9% | -3.5% | +6.4% | +3.5% |
| 30D | +1.1% | -11.9% | +13.0% | +3.3% |
| 3M | +7.1% | -2.6% | +9.7% | +7.3% |
| 6M | +16.2% | -18.2% | +34.3% | +19.7% |
| YTD | +22.0% | -5.9% | +27.9% | +22.6% |
| 1Y | +26.2% | -23.8% | +50.0% | +31.5% |
| 3Y | +73.5% | -33.6% | +107.0% | +83.5% |
| 5Y | +52.7% | -35.7% | +88.4% | +60.1% |
| 10Y | +138.5% | -2.5% | +141.0% | +121.4% |
| All | +154.7% | +884.1% | -729.4% | +60.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling