+180.9%
B vs COR
+17,545.2%
-17,364.4%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.9% | -0.3% | -2.1% |
| 7D | -1.6% | +2.8% | -4.4% | -1.7% |
| 30D | +9.4% | +4.5% | +4.9% | +9.1% |
| 3M | +5.0% | +22.7% | -17.7% | +3.7% |
| 6M | -3.5% | -9.7% | +6.2% | -3.2% |
| YTD | +4.5% | -1.4% | +5.9% | +4.3% |
| 1Y | +67.8% | +13.9% | +53.8% | +65.9% |
| 3Y | +196.7% | +94.0% | +102.7% | +184.1% |
| 5Y | +151.9% | +184.0% | -32.1% | +136.0% |
| 10Y | +202.2% | +406.8% | -204.6% | +172.0% |
| All | +180.9% | +17,545.2% | -17,364.4% | +117.1% |
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