+62.9%
EMR vs COR
+180.8%
-117.9%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.5% | -0.3% |
| 7D | +3.1% | -1.9% | +5.0% | +3.2% |
| 30D | -3.5% | +1.5% | -5.1% | -3.7% |
| 3M | +9.8% | +18.7% | -8.9% | +8.1% |
| 6M | +10.8% | -9.0% | +19.8% | +12.7% |
| YTD | +15.9% | -3.3% | +19.2% | +16.6% |
| 1Y | +16.4% | +9.8% | +6.6% | +14.0% |
| 3Y | +62.1% | +87.4% | -25.3% | +31.5% |
| 5Y | +62.9% | +180.5% | -117.6% | +8.7% |
| All | +62.9% | +180.8% | -117.9% | +8.7% |
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 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