+18,393.8%
COR vs EAT
+3,848.1%
+14,545.7%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.1% | +5.0% | +1.4% |
| 7D | +2.4% | -5.9% | +8.3% | +3.2% |
| 30D | +7.7% | +0.7% | +7.0% | +7.4% |
| 3M | +7.5% | -14.2% | +21.7% | +9.0% |
| 6M | +34.1% | +40.7% | -6.6% | +27.4% |
| YTD | +3.9% | +36.0% | -32.1% | -1.5% |
| 1Y | -3.6% | +83.1% | -86.7% | -12.2% |
| 3Y | +80.5% | +474.8% | -394.3% | +36.6% |
| 5Y | +194.9% | +347.6% | -152.7% | +122.8% |
| 10Y | +486.6% | +321.5% | +165.1% | +300.5% |
| All | +18,393.8% | +3,848.1% | +14,545.7% | +7,800.0% |
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