+2,191.6%
COR vs EMB
+132.1%
+2,059.5%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | +2.8% | 0.0% | +2.8% | +2.8% |
| 30D | +4.5% | -0.3% | +4.8% | +4.6% |
| 3M | +22.7% | -0.4% | +23.1% | +22.8% |
| 6M | -9.7% | +0.1% | -9.9% | -9.9% |
| YTD | -1.4% | +1.6% | -3.0% | -2.1% |
| 1Y | +13.9% | +5.6% | +8.3% | +11.6% |
| 3Y | +94.0% | +29.8% | +64.1% | +76.0% |
| 5Y | +184.0% | +7.3% | +176.7% | +175.7% |
| 10Y | +406.8% | +30.4% | +376.3% | +360.6% |
| All | +2,191.6% | +132.1% | +2,059.5% | +1,748.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling