+55.6%
AMZN vs COR
+196.4%
-140.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.6% | +1.4% |
| 7D | +8.0% | +2.4% | +5.6% | +8.0% |
| 30D | +3.2% | +7.7% | -4.5% | +3.1% |
| 3M | -2.6% | +7.5% | -10.1% | -2.7% |
| 6M | -0.7% | +34.1% | -34.8% | -1.5% |
| YTD | +17.4% | +3.9% | +13.5% | +17.6% |
| 1Y | +9.0% | -3.6% | +12.7% | +9.9% |
| 3Y | +88.7% | +80.5% | +8.2% | +67.0% |
| 5Y | +55.6% | +194.9% | -139.3% | +13.2% |
| All | +55.6% | +196.4% | -140.8% | +13.2% |
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