+138.0%
B vs COR
+178.3%
-40.3%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.3% | +0.7% |
| 7D | +9.6% | +0.8% | +8.8% | +9.5% |
| 30D | +3.5% | +5.1% | -1.6% | +3.1% |
| 3M | -1.6% | +2.8% | -4.4% | -1.9% |
| 6M | -1.7% | +32.5% | -34.2% | -4.9% |
| YTD | -5.3% | -0.7% | -4.7% | -4.7% |
| 1Y | +27.2% | -6.7% | +33.9% | +29.7% |
| 3Y | +166.1% | +73.7% | +92.4% | +130.2% |
| All | +138.0% | +178.3% | -40.3% | +84.3% |
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