+55.0%
EWZ vs COR
+184.0%
-129.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.2% | -0.5% |
| 7D | +6.5% | +2.8% | +3.7% | +6.1% |
| 30D | +4.8% | +4.5% | +0.3% | +4.2% |
| 3M | +9.9% | +22.7% | -12.8% | +6.7% |
| 6M | +1.9% | -9.7% | +11.7% | +3.6% |
| YTD | +20.3% | -1.4% | +21.7% | +20.3% |
| 1Y | +35.6% | +13.9% | +21.7% | +31.8% |
| 3Y | +43.4% | +94.0% | -50.5% | +16.0% |
| All | +55.0% | +184.0% | -129.0% | +10.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling