+18,977.1%
COR vs EME
+57,157.0%
-38,179.9%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.5% | +3.5% | +3.1% |
| 7D | +7.8% | +8.4% | -0.5% | +6.2% |
| 30D | +7.0% | -11.5% | +18.5% | +9.1% |
| 3M | +16.3% | -20.6% | +36.9% | +20.6% |
| 6M | +41.3% | -28.5% | +69.8% | +48.1% |
| YTD | +7.1% | +8.0% | -0.9% | +3.2% |
| 1Y | -0.8% | +6.8% | -7.6% | -4.3% |
| 3Y | +85.0% | +213.9% | -128.9% | +37.4% |
| 5Y | +203.9% | +414.8% | -210.9% | +100.6% |
| 10Y | +510.3% | +916.9% | -406.7% | +239.6% |
| All | +18,977.1% | +57,157.0% | -38,179.9% | +5,497.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling