+241.9%
CORZ vs EWJ
+43.2%
+198.7%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | 0.0% | +3.3% | +3.3% |
| 7D | -11.2% | -5.0% | -6.2% | -4.5% |
| 30D | -26.2% | -10.2% | -16.0% | -13.6% |
| 3M | -44.1% | -7.2% | -36.9% | -37.2% |
| 6M | -52.3% | -3.2% | -49.0% | -48.9% |
| YTD | -19.2% | +9.9% | -29.1% | -25.8% |
| 1Y | -42.9% | +11.0% | -53.9% | -48.2% |
| All | +241.9% | +43.2% | +198.7% | +181.2% |
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