+154.6%
B vs COR
+17,684.4%
-17,529.8%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.3% | +0.6% |
| 7D | +9.6% | +0.8% | +8.8% | +9.6% |
| 30D | +3.5% | +5.1% | -1.6% | +3.2% |
| 3M | -1.6% | +2.8% | -4.4% | -1.8% |
| 6M | -1.7% | +32.5% | -34.2% | -3.3% |
| YTD | -5.3% | -0.7% | -4.7% | -5.6% |
| 1Y | +27.2% | -6.7% | +33.9% | +27.4% |
| 3Y | +166.1% | +73.7% | +92.4% | +156.4% |
| 5Y | +136.5% | +177.9% | -41.4% | +121.8% |
| 10Y | +172.2% | +533.8% | -361.5% | +142.5% |
| All | +154.6% | +17,684.4% | -17,529.8% | +96.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling