+1,956.7%
EMR vs COR
+17,545.2%
-15,588.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.9% | +3.6% | +2.1% |
| 7D | -1.5% | +2.8% | -4.3% | -2.1% |
| 30D | -5.6% | +4.5% | -10.2% | -6.7% |
| 3M | +7.9% | +22.7% | -14.7% | +2.8% |
| 6M | +6.0% | -9.7% | +15.8% | +7.4% |
| YTD | +16.4% | -1.4% | +17.9% | +15.3% |
| 1Y | +16.6% | +13.9% | +2.7% | +11.4% |
| 3Y | +62.9% | +94.0% | -31.1% | +35.6% |
| 5Y | +60.1% | +184.0% | -123.9% | +21.2% |
| 10Y | +268.8% | +406.8% | -138.0% | +139.8% |
| All | +1,956.7% | +17,545.2% | -15,588.6% | +658.7% |
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