-1.0%
COR vs EWJ
+14.0%
-15.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.3% | +2.4% | +2.8% |
| 7D | +7.6% | +4.0% | +3.7% | +8.1% |
| 30D | +6.8% | -4.3% | +11.1% | +5.8% |
| 3M | +16.0% | -6.8% | +22.9% | +14.4% |
| 6M | +41.0% | -0.9% | +41.9% | +40.6% |
| YTD | +6.9% | +14.3% | -7.3% | +4.3% |
| 1Y | -1.0% | +15.3% | -16.3% | -3.5% |
| All | -1.0% | +14.0% | -15.0% | -3.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling