+18.2%
EWJ vs COO
-7.7%
+25.8%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +5.9% | -4.5% | +0.9% |
| 7D | -1.2% | +8.4% | -9.6% | -1.8% |
| 30D | -5.5% | +13.5% | -19.0% | -6.5% |
| 3M | -0.8% | -13.8% | +13.0% | +1.0% |
| 6M | +7.1% | +4.7% | +2.4% | +4.7% |
| YTD | +16.9% | -21.4% | +38.3% | +25.7% |
| 1Y | +18.2% | -6.7% | +24.9% | +20.3% |
| All | +18.2% | -7.7% | +25.8% | +20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 1y: compounded portfolio wealth divided by compounded COO 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…
1y analysis · Full analysis span regression · 6 months rolling