+87.7%
EEM vs COR
+85.9%
+1.8%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.6% |
| 7D | +2.0% | -3.9% | +5.9% | +1.5% |
| 30D | +5.1% | -0.3% | +5.4% | +5.1% |
| 3M | +4.6% | +15.9% | -11.3% | +6.2% |
| 6M | +17.8% | -10.3% | +28.0% | +18.9% |
| YTD | +25.8% | -3.7% | +29.5% | +27.6% |
| 1Y | +36.4% | +9.1% | +27.3% | +39.7% |
| All | +87.7% | +85.9% | +1.8% | +101.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 COR 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