+86.5%
COR vs EME
+240.3%
-153.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.0% | -0.5% |
| 7D | -3.9% | +2.7% | -6.6% | -3.8% |
| 30D | -0.3% | -6.8% | +6.5% | -0.5% |
| 3M | +15.9% | -8.8% | +24.7% | +15.9% |
| 6M | -10.3% | +5.0% | -15.2% | -10.4% |
| YTD | -3.7% | +23.5% | -27.2% | -3.4% |
| 1Y | +9.1% | +21.3% | -12.2% | +9.2% |
| All | +86.5% | +240.3% | -153.8% | +92.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling