+9.1%
COR vs EWJ
+24.8%
-15.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.2% | -0.9% |
| 7D | -4.8% | -1.5% | -3.3% | -5.1% |
| 30D | -3.7% | +0.2% | -3.8% | -3.6% |
| 3M | +14.3% | +8.6% | +5.7% | +15.6% |
| 6M | -8.5% | +12.1% | -20.6% | -7.9% |
| YTD | -4.4% | +20.1% | -24.5% | -3.5% |
| 1Y | +9.1% | +25.2% | -16.0% | +11.2% |
| All | +9.1% | +24.8% | -15.7% | +11.2% |
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 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