+15,715.9%
COR vs A
+557.8%
+15,158.1%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.1% | +1.0% |
| 7D | +2.4% | +1.4% | +1.0% | +2.2% |
| 30D | +7.7% | +4.3% | +3.4% | +7.0% |
| 3M | +7.5% | +19.8% | -12.3% | +4.7% |
| 6M | +34.1% | +54.4% | -20.2% | +25.7% |
| YTD | +3.9% | +31.7% | -27.8% | -0.7% |
| 1Y | -3.6% | +22.4% | -26.1% | -7.0% |
| 3Y | +80.5% | +67.7% | +12.8% | +64.4% |
| 5Y | +194.9% | +15.7% | +179.1% | +180.1% |
| 10Y | +486.6% | +308.7% | +177.9% | +369.0% |
| All | +15,715.9% | +557.8% | +15,158.1% | +10,579.5% |
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