+138.4%
EWJ vs CRL
+1,633.2%
-1,494.8%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.2% | +0.5% |
| 7D | +4.0% | +0.1% | +3.8% | +3.9% |
| 30D | -4.3% | +11.9% | -16.2% | -6.6% |
| 3M | -6.8% | +20.2% | -27.0% | -10.5% |
| 6M | -0.9% | +107.5% | -108.4% | -14.8% |
| YTD | +14.3% | +69.4% | -55.2% | +1.4% |
| 1Y | +15.3% | +99.7% | -84.4% | -1.0% |
| 3Y | +65.6% | +98.8% | -33.1% | +36.7% |
| 5Y | +47.5% | -12.4% | +59.9% | +40.0% |
| 10Y | +126.2% | +352.9% | -226.7% | +49.4% |
| All | +138.4% | +1,633.2% | -1,494.8% | +38.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling