+12,858.2%
COR vs EWJ
+156.6%
+12,701.6%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.4% | -2.2% | -2.0% |
| 7D | +2.8% | +2.5% | +0.3% | +2.0% |
| 30D | +4.5% | +3.3% | +1.3% | +3.4% |
| 3M | +22.7% | +5.0% | +17.7% | +20.3% |
| 6M | -9.7% | +11.5% | -21.3% | -13.4% |
| YTD | -1.4% | +22.4% | -23.8% | -8.3% |
| 1Y | +13.9% | +30.2% | -16.3% | +3.8% |
| 3Y | +94.0% | +72.8% | +21.1% | +59.0% |
| 5Y | +184.0% | +54.1% | +129.9% | +140.1% |
| 10Y | +406.8% | +140.6% | +266.1% | +273.1% |
| All | +12,858.2% | +156.6% | +12,701.6% | +9,087.0% |
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