+641.7%
AMZN vs COR
+486.2%
+155.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.0% | -3.2% | -0.7% |
| 7D | +2.8% | +7.8% | -5.0% | +1.7% |
| 30D | +5.0% | +7.0% | -2.1% | +3.9% |
| 3M | +0.6% | +16.3% | -15.7% | -1.7% |
| 6M | -1.3% | +41.3% | -42.6% | -6.7% |
| YTD | +15.5% | +7.1% | +8.4% | +13.5% |
| 1Y | +12.2% | -0.8% | +13.1% | +11.8% |
| 3Y | +87.0% | +85.0% | +2.0% | +61.2% |
| 5Y | +51.3% | +203.9% | -152.6% | +15.2% |
| All | +641.7% | +486.2% | +155.5% | +371.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling