+2,223.5%
COP vs EWJ
+156.6%
+2,066.9%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.3% |
| 7D | +3.0% | +2.5% | +0.5% | +1.6% |
| 30D | +17.5% | +3.3% | +14.2% | +15.2% |
| 3M | +13.4% | +5.0% | +8.4% | +9.3% |
| 6M | +17.7% | +11.5% | +6.2% | +8.5% |
| YTD | +46.6% | +22.4% | +24.2% | +27.7% |
| 1Y | +44.6% | +30.2% | +14.4% | +21.3% |
| 3Y | +20.7% | +72.8% | -52.1% | -15.1% |
| 5Y | +185.0% | +54.1% | +130.9% | +113.5% |
| 10Y | +347.0% | +140.6% | +206.4% | +172.7% |
| All | +2,223.5% | +156.6% | +2,066.9% | +1,015.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling