+49.9%
EWJ vs CRL
-37.6%
+87.5%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.9% |
| 7D | +1.0% | -4.6% | +5.6% | +1.7% |
| 30D | +1.0% | +0.5% | +0.5% | +0.9% |
| 3M | +7.2% | +46.6% | -39.4% | +0.8% |
| 6M | +13.9% | +57.3% | -43.4% | +5.3% |
| YTD | +20.8% | +39.5% | -18.7% | +13.5% |
| 1Y | +26.4% | +76.9% | -50.5% | +13.8% |
| 3Y | +71.8% | +39.4% | +32.4% | +56.0% |
| 5Y | +49.9% | -37.2% | +87.0% | +46.9% |
| All | +49.9% | -37.6% | +87.5% | +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 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