+17,451.9%
COR vs ED
+1,645.2%
+15,806.6%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.3% | -0.5% | -1.3% |
| 7D | +2.8% | -0.2% | +3.0% | +2.8% |
| 30D | +4.5% | -0.1% | +4.7% | +4.6% |
| 3M | +22.7% | +3.9% | +18.7% | +20.9% |
| 6M | -9.7% | -3.0% | -6.7% | -8.6% |
| YTD | -1.4% | +10.7% | -12.1% | -5.2% |
| 1Y | +13.9% | +13.3% | +0.6% | +8.5% |
| 3Y | +94.0% | +34.5% | +59.5% | +71.9% |
| 5Y | +184.0% | +67.1% | +116.9% | +129.9% |
| 10Y | +406.8% | +103.0% | +303.7% | +273.9% |
| All | +17,451.9% | +1,645.2% | +15,806.6% | +6,795.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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