+136.7%
EWJ vs COO
+17.5%
+119.1%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -14.7% | +14.1% | +3.3% |
| 7D | -1.5% | -23.3% | +21.8% | +5.2% |
| 30D | +0.2% | -29.5% | +29.7% | +9.4% |
| 3M | +8.6% | -20.0% | +28.6% | +14.2% |
| 6M | +12.1% | -27.2% | +39.3% | +20.9% |
| YTD | +20.1% | -33.9% | +54.0% | +32.9% |
| 1Y | +25.2% | -19.9% | +45.1% | +30.8% |
| 3Y | +70.8% | -38.1% | +108.9% | +87.3% |
| 5Y | +49.2% | -52.0% | +101.1% | +73.3% |
| All | +136.7% | +17.5% | +119.1% | +120.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling