+223.5%
C vs COR
+524.4%
-300.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.3% | +1.2% |
| 7D | -2.4% | +0.8% | -3.2% | -2.7% |
| 30D | -6.0% | +5.1% | -11.1% | -7.8% |
| 3M | -10.5% | +2.8% | -13.4% | -11.8% |
| 6M | -5.7% | +32.5% | -38.2% | -16.1% |
| YTD | +4.1% | -0.7% | +4.8% | +2.2% |
| 1Y | +20.5% | -6.7% | +27.2% | +21.2% |
| 3Y | +208.1% | +73.7% | +134.4% | +126.9% |
| 5Y | +110.4% | +177.9% | -67.4% | +20.7% |
| All | +223.5% | +524.4% | -300.9% | +29.6% |
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