+444.5%
CORZ vs EWJ
+58.9%
+385.6%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.3% | +5.0% | +5.1% |
| 7D | +16.6% | +2.9% | +13.7% | +12.2% |
| 30D | -10.9% | +1.1% | -11.9% | -11.9% |
| 3M | -31.0% | +7.1% | -38.1% | -36.7% |
| 6M | +26.0% | +16.2% | +9.9% | +4.7% |
| YTD | +28.6% | +22.0% | +6.7% | +1.4% |
| 1Y | +34.5% | +26.2% | +8.3% | +0.9% |
| All | +444.5% | +58.9% | +385.6% | +284.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling