+1,236.8%
EWY vs COR
+11,299.7%
-10,062.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.9% | +6.5% | +5.1% |
| 7D | +4.8% | +2.8% | +2.0% | +4.0% |
| 30D | +11.7% | +4.5% | +7.1% | +10.0% |
| 3M | -7.4% | +22.7% | -30.1% | -13.5% |
| 6M | +40.6% | -9.7% | +50.3% | +42.2% |
| YTD | +94.3% | -1.4% | +95.7% | +91.1% |
| 1Y | +164.3% | +13.9% | +150.4% | +147.8% |
| 3Y | +221.0% | +94.0% | +127.0% | +150.7% |
| 5Y | +139.1% | +184.0% | -44.9% | +63.6% |
| 10Y | +298.8% | +406.8% | -108.0% | +113.5% |
| All | +1,236.8% | +11,299.7% | -10,062.8% | +304.8% |
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