-3.8%
COR vs A
+22.0%
-25.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.1% | +0.9% |
| 7D | +2.4% | +1.4% | +1.0% | +2.3% |
| 30D | +7.7% | +4.3% | +3.4% | +7.4% |
| 3M | +7.5% | +19.8% | -12.3% | +6.3% |
| 6M | +34.1% | +54.4% | -20.2% | +30.4% |
| YTD | +3.9% | +31.7% | -27.8% | +2.3% |
| All | -3.8% | +22.0% | -25.7% | -3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 1y: compounded portfolio wealth divided by compounded A 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…
1y analysis · Full analysis span regression · 6 months rolling