+153.3%
EWY vs COR
+180.2%
-27.0%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.4% |
| 7D | +6.7% | -3.9% | +10.5% | +6.5% |
| 30D | +17.0% | -0.3% | +17.3% | +17.0% |
| 3M | +3.7% | +15.9% | -12.2% | +3.7% |
| 6M | +42.5% | -10.3% | +52.7% | +46.2% |
| YTD | +96.2% | -3.7% | +99.9% | +100.0% |
| 1Y | +160.4% | +9.1% | +151.3% | +161.4% |
| 3Y | +231.7% | +86.6% | +145.1% | +194.3% |
| 5Y | +153.3% | +180.9% | -27.7% | +94.1% |
| All | +153.3% | +180.2% | -27.0% | +94.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling