+45.8%
AMZN vs COR
+180.8%
-135.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.3% | -0.6% |
| 7D | +0.8% | -1.9% | +2.7% | +0.8% |
| 30D | -6.4% | +1.5% | -7.9% | -6.4% |
| 3M | +4.8% | +18.7% | -13.9% | +4.3% |
| 6M | +20.5% | -9.0% | +29.6% | +21.4% |
| YTD | +11.3% | -3.3% | +14.6% | +11.7% |
| 1Y | +9.0% | +9.8% | -0.9% | +8.2% |
| 3Y | +85.9% | +87.4% | -1.5% | +60.1% |
| 5Y | +45.8% | +180.5% | -134.7% | +11.4% |
| All | +45.8% | +180.8% | -135.0% | +11.4% |
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 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