+432.5%
EWZ vs COR
+6,588.1%
-6,155.6%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.2% | -0.1% |
| 7D | +6.5% | +2.8% | +3.7% | +5.5% |
| 30D | +4.8% | +4.5% | +0.3% | +3.1% |
| 3M | +9.9% | +22.7% | -12.8% | +1.8% |
| 6M | +1.9% | -9.7% | +11.7% | +4.2% |
| YTD | +20.3% | -1.4% | +21.7% | +18.7% |
| 1Y | +35.6% | +13.9% | +21.7% | +26.4% |
| 3Y | +43.4% | +94.0% | -50.5% | +7.1% |
| 5Y | +55.9% | +184.0% | -128.1% | -0.4% |
| 10Y | +84.2% | +406.8% | -322.6% | -10.6% |
| All | +432.5% | +6,588.1% | -6,155.6% | +24.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling