+280.0%
EMR vs COR
+505.6%
-225.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.0% | -1.4% |
| 7D | +0.7% | +2.4% | -1.7% | 0.0% |
| 30D | +3.5% | +7.7% | -4.1% | +1.3% |
| 3M | +5.9% | +7.5% | -1.6% | +3.5% |
| 6M | +19.4% | +34.1% | -14.7% | +8.9% |
| YTD | +27.7% | +3.9% | +23.8% | +24.2% |
| 1Y | +30.9% | -3.6% | +34.6% | +30.6% |
| 3Y | +104.2% | +80.5% | +23.7% | +57.4% |
| 5Y | +89.6% | +194.9% | -105.2% | +18.2% |
| 10Y | +280.0% | +486.6% | -206.6% | +87.1% |
| All | +280.0% | +505.6% | -225.6% | +87.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling