+749.3%
EEM vs COR
+4,099.3%
-3,350.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.3% | -1.4% |
| 7D | +5.3% | +2.9% | +2.5% | +4.3% |
| 30D | -7.0% | +5.8% | -12.8% | -8.9% |
| 3M | -8.0% | +11.4% | -19.4% | -11.7% |
| 6M | -6.6% | +34.5% | -41.1% | -17.0% |
| YTD | +12.3% | +4.1% | +8.3% | +8.0% |
| 1Y | +12.2% | -3.1% | +15.3% | +10.7% |
| 3Y | +71.2% | +80.9% | -9.6% | +29.0% |
| 5Y | +32.2% | +195.1% | -162.9% | -20.3% |
| 10Y | +120.3% | +492.7% | -372.4% | -12.1% |
| All | +749.3% | +4,099.3% | -3,350.1% | +27.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling