+193.4%
B vs COR
+397.4%
-204.0%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.9% | +0.4% | -1.3% |
| 7D | +2.3% | -1.9% | +4.2% | +2.5% |
| 30D | +1.4% | +1.5% | -0.2% | +1.2% |
| 3M | +12.2% | +18.7% | -6.5% | +10.7% |
| 6M | -2.1% | -9.0% | +6.9% | -1.4% |
| YTD | +2.9% | -3.3% | +6.2% | +3.1% |
| 1Y | +55.3% | +9.8% | +45.5% | +53.5% |
| 3Y | +198.7% | +87.4% | +111.3% | +180.2% |
| 5Y | +153.8% | +180.5% | -26.7% | +130.7% |
| 10Y | +193.4% | +398.1% | -204.7% | +180.9% |
| All | +193.4% | +397.4% | -204.0% | +180.9% |
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