+79.7%
COR vs EWJ
+65.9%
+13.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | -0.2% |
| 7D | +2.9% | +3.6% | -0.8% | +3.0% |
| 30D | +5.8% | -6.0% | +11.8% | +5.3% |
| 3M | +11.4% | -6.5% | +17.9% | +10.8% |
| 6M | +34.5% | -0.1% | +34.6% | +34.3% |
| YTD | +4.1% | +13.9% | -9.8% | +3.9% |
| 1Y | -3.1% | +13.1% | -16.3% | -3.3% |
| All | +79.7% | +65.9% | +13.8% | +85.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling