+18.2%
EWJ vs CRL
+85.3%
-67.2%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -7.3% | +8.6% | +2.1% |
| 7D | -1.2% | -12.8% | +11.6% | +0.1% |
| 30D | -5.5% | +5.0% | -10.5% | -6.1% |
| 3M | -0.8% | +39.4% | -40.2% | -4.4% |
| 6M | +7.1% | +89.4% | -82.3% | -0.8% |
| YTD | +16.9% | +63.6% | -46.7% | +9.1% |
| 1Y | +18.2% | +83.5% | -65.3% | +8.5% |
| All | +18.2% | +85.3% | -67.2% | +8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 1y: compounded portfolio wealth divided by compounded CRL 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…
1y analysis · Full analysis span regression · 6 months rolling