+280.7%
C vs COR
+17,684.4%
-17,403.7%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.3% | +1.0% |
| 7D | -2.4% | +0.8% | -3.2% | -2.6% |
| 30D | -6.0% | +5.1% | -11.1% | -7.4% |
| 3M | -10.5% | +2.8% | -13.4% | -11.5% |
| 6M | -5.7% | +32.5% | -38.2% | -13.9% |
| YTD | +4.1% | -0.7% | +4.8% | +2.6% |
| 1Y | +20.5% | -6.7% | +27.2% | +20.8% |
| 3Y | +208.1% | +73.7% | +134.4% | +150.5% |
| 5Y | +110.4% | +177.9% | -67.4% | +46.8% |
| 10Y | +234.6% | +533.8% | -299.1% | +79.9% |
| All | +280.7% | +17,684.4% | -17,403.7% | +9.0% |
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