+52.3%
EWZ vs COR
+197.2%
-144.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.9% |
| 7D | +0.6% | -1.2% | +1.8% | +0.7% |
| 30D | -25.5% | +7.6% | -33.1% | -26.2% |
| 3M | -4.5% | +5.0% | -9.5% | -5.3% |
| 6M | -15.3% | +35.3% | -50.6% | -18.9% |
| YTD | +3.1% | +4.2% | -1.1% | +2.2% |
| 1Y | +1.2% | -3.4% | +4.6% | +1.6% |
| 3Y | +19.3% | +81.1% | -61.9% | 0.0% |
| 5Y | +52.3% | +195.8% | -143.6% | +3.0% |
| All | +52.3% | +197.2% | -144.9% | +3.0% |
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 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