+193.3%
COP vs EWJ
+50.3%
+143.0%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.5% |
| 7D | -0.5% | +1.0% | -1.5% | -0.9% |
| 30D | +11.7% | +1.0% | +10.7% | +11.2% |
| 3M | +17.7% | +7.2% | +10.5% | +13.6% |
| 6M | +18.3% | +13.9% | +4.4% | +10.0% |
| YTD | +49.1% | +20.8% | +28.3% | +33.3% |
| 1Y | +53.3% | +26.4% | +26.9% | +33.2% |
| 3Y | +22.2% | +71.8% | -49.6% | -15.1% |
| 5Y | +193.3% | +49.9% | +143.4% | +114.6% |
| All | +193.3% | +50.3% | +143.0% | +114.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ 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 EWJ 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