+155.6%
EWJ vs COO
+6,518.2%
-6,362.6%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | +0.7% |
| 7D | +2.5% | -2.2% | +4.7% | +2.9% |
| 30D | +3.3% | -7.0% | +10.3% | +4.6% |
| 3M | +5.0% | +12.2% | -7.2% | +2.4% |
| 6M | +11.5% | -15.1% | +26.7% | +14.4% |
| YTD | +22.4% | -15.1% | +37.5% | +25.5% |
| 1Y | +30.2% | +2.3% | +27.9% | +28.9% |
| 3Y | +72.8% | -23.7% | +96.5% | +77.9% |
| 5Y | +54.1% | -38.9% | +93.1% | +63.4% |
| 10Y | +140.6% | +49.9% | +90.7% | +117.3% |
| All | +155.6% | +6,518.2% | -6,362.6% | +45.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling