+34.6%
EEM vs COR
+197.2%
-162.7%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.3% | +2.1% | +2.4% |
| 7D | +0.7% | -1.2% | +1.8% | +0.7% |
| 30D | -6.2% | +7.6% | -13.8% | -6.1% |
| 3M | -5.2% | +5.0% | -10.2% | -5.1% |
| 6M | -8.1% | +35.3% | -43.4% | -8.4% |
| YTD | +14.0% | +4.2% | +9.8% | +15.1% |
| 1Y | +13.8% | -3.4% | +17.3% | +15.5% |
| 3Y | +73.7% | +81.1% | -7.4% | +64.0% |
| 5Y | +34.6% | +195.8% | -161.3% | +10.8% |
| All | +34.6% | +197.2% | -162.7% | +10.8% |
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 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