-0.8%
COR vs EAT
+75.7%
-76.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.4% | +2.6% | +2.9% |
| 7D | +7.8% | -4.0% | +11.8% | +8.1% |
| 30D | +7.0% | -2.9% | +9.9% | +7.2% |
| 3M | +16.3% | -16.9% | +33.1% | +17.4% |
| 6M | +41.3% | +57.0% | -15.7% | +35.4% |
| YTD | +7.1% | +38.2% | -31.1% | +3.1% |
| 1Y | -0.8% | +69.3% | -70.1% | -9.9% |
| All | -0.8% | +75.7% | -76.5% | -9.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling