+280.4%
EMR vs COR
+486.2%
-205.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.0% | -2.9% | -0.8% |
| 7D | +2.8% | +7.8% | -5.0% | +0.6% |
| 30D | +3.7% | +7.0% | -3.3% | +1.6% |
| 3M | +2.0% | +16.3% | -14.2% | -2.5% |
| 6M | +22.1% | +41.3% | -19.2% | +9.6% |
| YTD | +27.2% | +7.1% | +20.1% | +22.7% |
| 1Y | +32.0% | -0.8% | +32.8% | +30.6% |
| 3Y | +103.3% | +85.0% | +18.3% | +55.6% |
| 5Y | +88.2% | +203.9% | -115.6% | +16.2% |
| All | +280.4% | +486.2% | -205.8% | +84.3% |
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