+207.2%
C vs COR
+469.4%
-262.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | +4.7% | +2.9% | +1.9% | +3.6% |
| 30D | +0.2% | +5.8% | -5.7% | -1.9% |
| 3M | -9.3% | +11.4% | -20.8% | -13.1% |
| 6M | -0.8% | +34.5% | -35.3% | -12.1% |
| YTD | +8.5% | +4.1% | +4.5% | +4.7% |
| 1Y | +23.1% | -3.1% | +26.2% | +22.1% |
| 3Y | +220.8% | +80.9% | +139.9% | +132.9% |
| 5Y | +112.4% | +195.1% | -82.7% | +18.8% |
| All | +207.2% | +469.4% | -262.2% | +28.4% |
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