+512.3%
COR vs EMB
+30.9%
+481.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.6% | +3.0% | +3.4% |
| 7D | +2.3% | +0.8% | +1.5% | +2.0% |
| 30D | +6.8% | +1.5% | +5.3% | +6.0% |
| 3M | +8.1% | -1.9% | +10.0% | +9.1% |
| 6M | +33.0% | -1.6% | +34.6% | +34.0% |
| YTD | +3.0% | 0.0% | +3.0% | +2.8% |
| 1Y | -3.4% | +1.1% | -4.5% | -4.1% |
| 3Y | +80.1% | +30.9% | +49.2% | +56.4% |
| 5Y | +194.7% | +7.1% | +187.7% | +189.9% |
| 10Y | +512.3% | +31.1% | +481.1% | +457.9% |
| All | +512.3% | +30.9% | +481.4% | +457.9% |
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