+338.0%
C vs COR
+17,545.2%
-17,207.2%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | +0.2% |
| 7D | +3.6% | +2.8% | +0.9% | +2.8% |
| 30D | +0.1% | +4.5% | -4.5% | -1.4% |
| 3M | +2.4% | +22.7% | -20.2% | -4.1% |
| 6M | +24.9% | -9.7% | +34.7% | +27.3% |
| YTD | +19.8% | -1.4% | +21.2% | +18.4% |
| 1Y | +44.9% | +13.9% | +30.9% | +36.6% |
| 3Y | +263.0% | +94.0% | +169.0% | +185.2% |
| 5Y | +129.5% | +184.0% | -54.5% | +59.1% |
| 10Y | +291.6% | +406.8% | -115.2% | +123.0% |
| All | +338.0% | +17,545.2% | -17,207.2% | +25.8% |
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