+15,028.8%
COR vs A
+546.2%
+14,482.6%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.7% | -3.5% | -2.0% |
| 7D | +0.8% | -0.1% | +0.9% | +0.8% |
| 30D | +5.1% | +3.4% | +1.8% | +4.6% |
| 3M | +2.8% | +23.8% | -21.0% | -0.3% |
| 6M | +32.5% | +49.0% | -16.5% | +24.8% |
| YTD | -0.7% | +29.4% | -30.0% | -4.8% |
| 1Y | -6.7% | +19.4% | -26.1% | -9.6% |
| 3Y | +73.7% | +66.2% | +7.5% | +58.3% |
| 5Y | +177.9% | +15.8% | +162.1% | +163.9% |
| 10Y | +533.8% | +326.1% | +207.7% | +404.5% |
| All | +15,028.8% | +546.2% | +14,482.6% | +10,140.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling