+207.0%
C vs COR
+486.2%
-279.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.0% | -3.0% | -1.1% |
| 7D | +4.2% | +7.8% | -3.7% | +1.3% |
| 30D | +2.0% | +7.0% | -5.0% | -0.6% |
| 3M | -10.1% | +16.3% | -26.4% | -15.2% |
| 6M | +1.0% | +41.3% | -40.3% | -12.2% |
| YTD | +8.5% | +7.1% | +1.3% | +3.5% |
| 1Y | +25.7% | -0.8% | +26.6% | +23.7% |
| 3Y | +216.0% | +85.0% | +131.0% | +127.6% |
| 5Y | +112.3% | +203.9% | -91.5% | +17.4% |
| All | +207.0% | +486.2% | -279.1% | +26.9% |
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