+17,590.3%
COR vs EAT
+4,079.2%
+13,511.1%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.9% | +1.1% | -1.4% |
| 7D | +0.8% | -2.6% | +3.5% | +1.2% |
| 30D | +5.1% | +11.5% | -6.3% | +3.6% |
| 3M | +2.8% | -9.1% | +11.9% | +3.6% |
| 6M | +32.5% | +40.4% | -7.9% | +25.9% |
| YTD | -0.7% | +43.9% | -44.6% | -6.4% |
| 1Y | -6.7% | +101.9% | -108.6% | -16.0% |
| 3Y | +73.7% | +489.9% | -416.1% | +31.2% |
| 5Y | +177.9% | +362.6% | -184.8% | +109.2% |
| 10Y | +533.8% | +385.7% | +148.1% | +324.4% |
| All | +17,590.3% | +4,079.2% | +13,511.1% | +7,405.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling