+65.6%
EWJ vs CRL
+97.9%
-32.3%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.2% | +0.4% |
| 7D | +4.0% | +0.1% | +3.8% | +4.0% |
| 30D | -4.3% | +11.9% | -16.2% | -5.8% |
| 3M | -6.8% | +20.2% | -27.0% | -9.2% |
| 6M | -0.9% | +107.5% | -108.4% | -10.5% |
| YTD | +14.3% | +69.4% | -55.2% | +5.5% |
| 1Y | +15.3% | +99.7% | -84.4% | +4.0% |
| 3Y | +65.6% | +98.8% | -33.1% | +46.9% |
| All | +65.6% | +97.9% | -32.3% | +46.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling