+155.3%
EWJ vs CRL
+1,379.5%
-1,224.2%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.0% | +0.7% |
| 7D | +2.5% | -1.0% | +3.5% | +2.7% |
| 30D | +3.3% | +10.7% | -7.4% | +1.2% |
| 3M | +5.0% | +55.3% | -50.3% | -3.9% |
| 6M | +11.5% | +60.7% | -49.1% | +0.7% |
| YTD | +22.4% | +44.6% | -22.2% | +12.4% |
| 1Y | +30.2% | +77.7% | -47.5% | +14.4% |
| 3Y | +72.8% | +37.6% | +35.2% | +53.7% |
| 5Y | +54.1% | -35.8% | +90.0% | +55.7% |
| 10Y | +140.6% | +241.7% | -101.1% | +68.1% |
| All | +155.3% | +1,379.5% | -1,224.2% | +53.1% |
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