+407.4%
COR vs EAT
+370.1%
+37.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.2% | +2.8% | -0.1% |
| 7D | -3.9% | -6.8% | +2.9% | -3.3% |
| 30D | -0.3% | -5.4% | +5.1% | 0.0% |
| 3M | +15.9% | +42.8% | -26.9% | +11.7% |
| 6M | -10.3% | +56.5% | -66.8% | -14.6% |
| YTD | -3.7% | +50.0% | -53.7% | -8.1% |
| 1Y | +9.1% | +38.3% | -29.2% | +4.6% |
| 3Y | +86.6% | +591.6% | -505.1% | +47.2% |
| 5Y | +180.9% | +312.6% | -131.7% | +128.9% |
| 10Y | +407.4% | +381.4% | +26.0% | +292.3% |
| All | +407.4% | +370.1% | +37.4% | +292.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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