+212.2%
COR vs COMP
-52.0%
+264.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +10.7% | -12.5% | -1.7% |
| 7D | +0.8% | +13.4% | -12.6% | +1.0% |
| 30D | +5.1% | +11.1% | -6.0% | +5.3% |
| 3M | +2.8% | -18.8% | +21.7% | +2.6% |
| 6M | +32.5% | +10.5% | +22.0% | +32.8% |
| YTD | -0.7% | -3.4% | +2.8% | -0.1% |
| 1Y | -6.7% | +19.7% | -26.4% | -6.2% |
| 3Y | +73.7% | +381.6% | -307.9% | +73.1% |
| 5Y | +177.9% | -17.6% | +195.5% | +183.4% |
| All | +212.2% | -52.0% | +264.1% | +221.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 10y: compounded portfolio wealth divided by compounded COMP 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…
10y analysis · Full analysis span regression · 6 months rolling