+66.5%
EWZ vs COR
+486.2%
-419.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.0% | -1.6% | +0.5% |
| 7D | +0.8% | +7.8% | -7.1% | -1.6% |
| 30D | -24.4% | +7.0% | -31.4% | -26.0% |
| 3M | -4.6% | +16.3% | -20.8% | -9.1% |
| 6M | -11.6% | +41.3% | -52.8% | -21.3% |
| YTD | +2.4% | +7.1% | -4.8% | -1.4% |
| 1Y | +2.1% | -0.8% | +2.9% | +0.8% |
| 3Y | +18.7% | +85.0% | -66.3% | -9.3% |
| 5Y | +54.2% | +203.9% | -149.7% | -5.0% |
| All | +66.5% | +486.2% | -419.7% | -22.4% |
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