+72.5%
EWJ vs CRS
+612.2%
-539.7%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.1% | +3.3% | +2.4% |
| 7D | +0.3% | -6.8% | +7.0% | +1.4% |
| 30D | +0.8% | -16.1% | +16.9% | +3.6% |
| 3M | +7.5% | -21.2% | +28.7% | +11.4% |
| 6M | +15.6% | +8.7% | +6.9% | +13.6% |
| YTD | +22.7% | +41.0% | -18.2% | +16.3% |
| 1Y | +26.4% | +82.7% | -56.2% | +15.0% |
| 3Y | +72.5% | +604.8% | -532.3% | +31.3% |
| All | +72.5% | +612.2% | -539.7% | +31.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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