+18.2%
EWZ vs COR
+82.2%
-64.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.3% | -1.4% |
| 7D | +1.3% | +2.4% | -1.1% | +1.3% |
| 30D | -26.2% | +7.7% | -33.8% | -26.1% |
| 3M | -8.6% | +7.5% | -16.1% | -8.6% |
| 6M | -17.0% | +34.1% | -51.2% | -16.7% |
| YTD | +2.2% | +3.9% | -1.7% | +2.5% |
| 1Y | +2.7% | -3.6% | +6.3% | +2.4% |
| 3Y | +18.2% | +80.5% | -62.3% | +26.0% |
| All | +18.2% | +82.2% | -64.0% | +26.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling