+492.2%
COR vs EWJ
+126.4%
+365.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.3% | +2.6% | +2.8% |
| 7D | +7.8% | +4.0% | +3.9% | +6.3% |
| 30D | +7.0% | -4.3% | +11.3% | +8.7% |
| 3M | +16.3% | -6.8% | +23.1% | +19.1% |
| 6M | +41.3% | -0.9% | +42.2% | +40.5% |
| YTD | +7.1% | +14.3% | -7.1% | -0.7% |
| 1Y | -0.8% | +15.3% | -16.1% | -8.5% |
| 3Y | +85.0% | +65.6% | +19.4% | +36.5% |
| 5Y | +203.9% | +47.5% | +156.4% | +140.9% |
| All | +492.2% | +126.4% | +365.8% | +242.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling