+16.6%
EMR vs COR
+12.8%
+3.8%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.9% | +3.6% | +1.5% |
| 7D | -1.5% | +2.8% | -4.3% | -1.2% |
| 30D | -5.6% | +4.5% | -10.2% | -5.0% |
| 3M | +7.9% | +22.7% | -14.7% | +11.2% |
| 6M | +6.0% | -9.7% | +15.8% | +7.1% |
| YTD | +16.4% | -1.4% | +17.9% | +19.3% |
| 1Y | +16.6% | +13.9% | +2.7% | +20.5% |
| All | +16.6% | +12.8% | +3.8% | +20.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling