+327.8%
VWO vs COR
+3,234.6%
-2,906.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.5% | +0.3% |
| 7D | +0.9% | -1.9% | +2.8% | +1.6% |
| 30D | +1.3% | +1.5% | -0.3% | +0.5% |
| 3M | +5.1% | +18.7% | -13.6% | -1.9% |
| 6M | +12.5% | -9.0% | +21.6% | +14.6% |
| YTD | +14.0% | -3.3% | +17.3% | +12.9% |
| 1Y | +19.7% | +9.8% | +9.9% | +12.3% |
| 3Y | +66.8% | +87.4% | -20.6% | +23.1% |
| 5Y | +36.2% | +180.5% | -144.3% | -17.2% |
| 10Y | +111.0% | +398.1% | -287.1% | -12.7% |
| All | +327.8% | +3,234.6% | -2,906.8% | -47.4% |
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