+50.3%
EWZ vs COR
+534.3%
-484.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.7% | -1.7% | +0.9% |
| 7D | +1.4% | +2.3% | -0.9% | +0.6% |
| 30D | -25.1% | +6.8% | -31.9% | -26.7% |
| 3M | -7.7% | +8.1% | -15.8% | -10.1% |
| 6M | -15.8% | +33.0% | -48.8% | -23.5% |
| YTD | +3.6% | +3.0% | +0.6% | +1.1% |
| 1Y | +5.5% | -3.4% | +8.9% | +5.0% |
| 3Y | +22.1% | +80.1% | -58.0% | -5.4% |
| 5Y | +58.3% | +194.7% | -136.4% | -0.4% |
| 10Y | +50.3% | +512.3% | -462.0% | -21.2% |
| All | +50.3% | +534.3% | -484.1% | -21.2% |
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