+2,181.4%
EMR vs COR
+18,334.8%
-16,153.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +3.7% | +0.8% | +3.6% |
| 7D | +2.1% | +2.3% | -0.2% | +1.7% |
| 30D | +4.8% | +6.8% | -2.0% | +3.2% |
| 3M | +7.5% | +8.1% | -0.6% | +5.5% |
| 6M | +20.9% | +33.0% | -12.1% | +13.0% |
| YTD | +29.2% | +3.0% | +26.2% | +26.6% |
| 1Y | +33.0% | -3.4% | +36.4% | +32.2% |
| 3Y | +109.8% | +80.1% | +29.6% | +77.8% |
| 5Y | +91.9% | +194.7% | -102.8% | +44.2% |
| 10Y | +301.5% | +512.3% | -210.8% | +152.1% |
| All | +2,181.4% | +18,334.8% | -16,153.4% | +733.0% |
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