+17,451.9%
COR vs ALL
+3,633.1%
+13,818.8%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.3% | -0.5% | -1.5% |
| 7D | +2.8% | 0.0% | +2.7% | +2.8% |
| 30D | +4.5% | -1.5% | +6.0% | +4.9% |
| 3M | +22.7% | +23.6% | -1.0% | +15.5% |
| 6M | -9.7% | +22.3% | -32.1% | -14.9% |
| YTD | -1.4% | +26.5% | -27.9% | -8.2% |
| 1Y | +13.9% | +27.0% | -13.1% | +5.8% |
| 3Y | +94.0% | +149.6% | -55.6% | +46.8% |
| 5Y | +184.0% | +118.1% | +65.9% | +119.6% |
| 10Y | +406.8% | +369.0% | +37.8% | +215.0% |
| All | +17,451.9% | +3,633.1% | +13,818.8% | +5,906.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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