+46.6%
EEM vs COR
+180.2%
-133.7%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.5% |
| 7D | +2.0% | -3.9% | +5.9% | +1.9% |
| 30D | +5.1% | -0.3% | +5.4% | +5.1% |
| 3M | +4.6% | +15.9% | -11.3% | +4.4% |
| 6M | +17.8% | -10.3% | +28.0% | +19.4% |
| YTD | +25.8% | -3.7% | +29.5% | +26.9% |
| 1Y | +36.4% | +9.1% | +27.3% | +36.3% |
| 3Y | +90.0% | +86.6% | +3.4% | +75.3% |
| 5Y | +46.6% | +180.9% | -134.4% | +22.0% |
| All | +46.6% | +180.2% | -133.7% | +22.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling