+57.8%
EWZ vs COR
+178.3%
-120.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.8% | +2.5% | +0.9% |
| 7D | -1.5% | +0.8% | -2.3% | -1.6% |
| 30D | -24.5% | +5.1% | -29.7% | -25.0% |
| 3M | -10.7% | +2.8% | -13.5% | -11.1% |
| 6M | -19.1% | +32.5% | -51.6% | -22.3% |
| YTD | +1.6% | -0.7% | +2.3% | +1.4% |
| 1Y | +4.3% | -6.7% | +11.0% | +5.2% |
| 3Y | +19.0% | +73.7% | -54.8% | +0.3% |
| All | +57.8% | +178.3% | -120.4% | +8.9% |
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