+303.5%
EWY vs COR
+406.5%
-103.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.2% | +3.1% | +3.2% |
| 7D | -0.1% | -2.8% | +2.8% | +0.4% |
| 30D | +7.3% | +2.6% | +4.8% | +6.8% |
| 3M | -5.1% | +14.5% | -19.6% | -8.0% |
| 6M | +42.1% | -7.8% | +49.9% | +43.3% |
| YTD | +94.1% | -4.2% | +98.3% | +94.1% |
| 1Y | +147.8% | +7.0% | +140.8% | +140.9% |
| 3Y | +222.9% | +85.5% | +137.4% | +169.4% |
| 5Y | +150.6% | +181.2% | -30.6% | +85.1% |
| All | +303.5% | +406.5% | -103.0% | +181.2% |
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