+76.9%
COR vs COMP
+309.8%
-232.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -8.2% | +4.1% | -4.4% |
| 7D | +2.8% | -1.8% | +4.6% | +2.7% |
| 30D | +7.4% | -0.8% | +8.1% | +7.4% |
| 3M | +7.3% | -28.1% | +35.4% | +5.5% |
| 6M | +11.5% | +27.0% | -15.5% | +14.1% |
| YTD | +1.2% | -12.8% | +13.9% | +2.7% |
| 1Y | -3.3% | +4.9% | -8.2% | -1.3% |
| All | +76.9% | +309.8% | -232.9% | +100.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling