+2,148.3%
EMR vs COR
+18,554.5%
-16,406.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.4% |
| 7D | -2.0% | -1.2% | -0.8% | -1.7% |
| 30D | +2.8% | +7.6% | -4.8% | +1.2% |
| 3M | +2.0% | +5.0% | -3.0% | +0.7% |
| 6M | +20.7% | +35.3% | -14.6% | +12.4% |
| YTD | +27.3% | +4.2% | +23.1% | +24.4% |
| 1Y | +31.0% | -3.4% | +34.4% | +30.2% |
| 3Y | +103.6% | +81.1% | +22.5% | +72.4% |
| 5Y | +88.6% | +195.8% | -107.3% | +41.5% |
| 10Y | +280.6% | +493.6% | -212.9% | +140.4% |
| All | +2,148.3% | +18,554.5% | -16,406.2% | +718.7% |
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