+395.2%
COR vs EME
+1,362.1%
-967.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.3% | -4.1% | -0.6% |
| 7D | -2.8% | +3.5% | -6.3% | -3.5% |
| 30D | +2.6% | -6.3% | +8.9% | +3.6% |
| 3M | +14.5% | -3.8% | +18.2% | +14.3% |
| 6M | -7.8% | +8.5% | -16.3% | -10.9% |
| YTD | -4.2% | +27.8% | -32.0% | -10.7% |
| 1Y | +7.0% | +22.2% | -15.2% | -0.5% |
| 3Y | +85.5% | +253.5% | -167.9% | +22.3% |
| 5Y | +181.2% | +578.6% | -397.4% | +45.3% |
| All | +395.2% | +1,362.1% | -967.0% | +87.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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