+420.1%
CORZ vs EWJ
+59.4%
+360.7%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.4% | -0.6% |
| 7D | +8.4% | +2.5% | +5.8% | +4.9% |
| 30D | -17.8% | +3.3% | -21.1% | -21.1% |
| 3M | -35.9% | +5.0% | -40.9% | -39.5% |
| 6M | +12.9% | +11.5% | +1.4% | -1.2% |
| YTD | +22.9% | +22.4% | +0.5% | -3.6% |
| 1Y | +31.4% | +30.2% | +1.1% | -5.4% |
| All | +420.1% | +59.4% | +360.7% | +265.3% |
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