+17,590.3%
COR vs ALL
+3,564.6%
+14,025.7%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.5% | +2.7% | -0.5% |
| 7D | +0.8% | -1.9% | +2.8% | +1.4% |
| 30D | +5.1% | +13.8% | -8.6% | +1.4% |
| 3M | +2.8% | -7.0% | +9.8% | +4.8% |
| 6M | +32.5% | +18.0% | +14.5% | +26.2% |
| YTD | -0.7% | +24.2% | -24.9% | -7.1% |
| 1Y | -6.7% | +31.2% | -37.9% | -14.1% |
| 3Y | +73.7% | +107.5% | -33.8% | +38.7% |
| 5Y | +177.9% | +144.8% | +33.1% | +107.7% |
| 10Y | +533.8% | +375.8% | +158.0% | +292.3% |
| All | +17,590.3% | +3,564.6% | +14,025.7% | +5,980.0% |
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