-4.5%
COR vs CAPR
+64.2%
-68.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +9.4% | -5.8% | +3.8% |
| 7D | +2.3% | +36.0% | -33.7% | +2.7% |
| 30D | +6.8% | +25.8% | -19.0% | +7.1% |
| 3M | +8.1% | +140.8% | -132.7% | +9.6% |
| 6M | +33.0% | -67.6% | +100.6% | +32.3% |
| YTD | +3.0% | -65.9% | +68.9% | +2.6% |
| All | -4.5% | +64.2% | -68.6% | -0.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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