+67.8%
B vs COR
+12.8%
+55.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.9% | -0.3% | -2.5% |
| 7D | -1.6% | +2.8% | -4.4% | -1.1% |
| 30D | +9.4% | +4.5% | +4.9% | +10.3% |
| 3M | +5.0% | +22.7% | -17.7% | +8.3% |
| 6M | -3.5% | -9.7% | +6.2% | -1.1% |
| YTD | +4.5% | -1.4% | +5.9% | +9.5% |
| 1Y | +67.8% | +13.9% | +53.8% | +93.7% |
| All | +67.8% | +12.8% | +55.0% | +93.7% |
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