+6.7%
AMZN vs COR
+5.5%
+1.3%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +4.0% | +2.2% | +6.3% |
| 7D | +4.5% | +9.1% | -4.7% | +5.1% |
| 30D | +5.8% | +12.4% | -6.6% | +6.7% |
| 3M | -4.1% | +15.8% | -19.9% | -2.8% |
| 6M | -2.2% | +17.1% | -19.3% | -0.5% |
| YTD | +15.3% | +5.4% | +9.8% | +17.5% |
| 1Y | +6.7% | +3.5% | +3.2% | +8.8% |
| All | +6.7% | +5.5% | +1.3% | +8.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling