+17,451.9%
COR vs EAT
+4,557.6%
+12,894.2%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.6% | -2.4% | -1.9% |
| 7D | +2.8% | 0.0% | +2.8% | +2.8% |
| 30D | +4.5% | +1.9% | +2.6% | +4.1% |
| 3M | +22.7% | +68.7% | -46.0% | +14.4% |
| 6M | -9.7% | +66.9% | -76.6% | -16.2% |
| YTD | -1.4% | +60.4% | -61.8% | -8.2% |
| 1Y | +13.9% | +44.0% | -30.1% | +7.2% |
| 3Y | +94.0% | +604.7% | -510.7% | +43.1% |
| 5Y | +184.0% | +347.0% | -163.0% | +115.3% |
| 10Y | +406.8% | +390.8% | +16.0% | +240.5% |
| All | +17,451.9% | +4,557.6% | +12,894.2% | +7,264.0% |
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