+229.5%
EWY vs COR
+486.2%
-256.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.0% | -4.7% | -2.3% |
| 7D | +4.2% | +7.8% | -3.6% | +2.8% |
| 30D | -10.7% | +7.0% | -17.7% | -11.7% |
| 3M | -20.1% | +16.3% | -36.3% | -22.3% |
| 6M | -24.3% | +41.3% | -65.6% | -29.9% |
| YTD | +46.9% | +7.1% | +39.7% | +43.8% |
| 1Y | +55.2% | -0.8% | +56.0% | +54.7% |
| 3Y | +157.0% | +85.0% | +72.0% | +113.1% |
| 5Y | +98.9% | +203.9% | -105.0% | +40.5% |
| All | +229.5% | +486.2% | -256.7% | +87.1% |
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