-24.3%
EWY vs COR
+39.0%
-63.3%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.0% | -4.7% | +0.5% |
| 7D | +4.2% | +7.8% | -3.6% | +10.4% |
| 30D | -10.7% | +7.0% | -17.7% | -5.0% |
| 3M | -20.1% | +16.3% | -36.3% | -6.4% |
| 6M | -24.3% | +41.3% | -65.6% | +34.1% |
| All | -24.3% | +39.0% | -63.3% | +34.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling