+47.6%
EWJ vs CRL
-12.1%
+59.7%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.2% | +0.4% |
| 7D | +4.0% | +0.1% | +3.8% | +3.9% |
| 30D | -4.3% | +11.9% | -16.2% | -6.1% |
| 3M | -6.8% | +20.2% | -27.0% | -9.8% |
| 6M | -0.9% | +107.5% | -108.4% | -12.4% |
| YTD | +14.3% | +69.4% | -55.2% | +3.7% |
| 1Y | +15.3% | +99.7% | -84.4% | +1.7% |
| 3Y | +65.6% | +98.8% | -33.1% | +40.8% |
| All | +47.6% | -12.1% | +59.7% | +42.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling