+407.4%
COR vs EMB
+29.7%
+377.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.3% |
| 7D | -3.9% | 0.0% | -3.9% | -3.9% |
| 30D | -0.3% | -0.3% | -0.1% | -0.2% |
| 3M | +15.9% | -0.3% | +16.2% | +16.0% |
| 6M | -10.3% | +0.7% | -11.0% | -10.7% |
| YTD | -3.7% | +1.3% | -5.0% | -4.4% |
| 1Y | +9.1% | +4.7% | +4.4% | +6.5% |
| 3Y | +86.6% | +30.1% | +56.5% | +63.1% |
| 5Y | +180.9% | +6.9% | +174.1% | +177.1% |
| 10Y | +407.4% | +30.7% | +376.7% | +358.4% |
| All | +407.4% | +29.7% | +377.7% | +358.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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