+218.3%
C vs COR
+489.9%
-271.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.3% | +1.5% |
| 7D | -0.4% | -1.2% | +0.7% | 0.0% |
| 30D | -5.3% | +7.6% | -13.0% | -7.9% |
| 3M | -8.0% | +5.0% | -13.0% | -9.9% |
| 6M | -0.3% | +35.3% | -35.6% | -11.9% |
| YTD | +8.6% | +4.2% | +4.4% | +4.8% |
| 1Y | +25.8% | -3.4% | +29.3% | +25.0% |
| 3Y | +221.2% | +81.1% | +140.0% | +132.8% |
| 5Y | +113.6% | +195.8% | -82.3% | +19.2% |
| 10Y | +218.3% | +493.6% | -275.3% | +31.7% |
| All | +218.3% | +489.9% | -271.6% | +31.7% |
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 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