+86.5%
COR vs EFV
+88.7%
-2.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.4% |
| 7D | -3.9% | -0.5% | -3.4% | -3.9% |
| 30D | -0.3% | 0.0% | -0.3% | -0.3% |
| 3M | +15.9% | +8.4% | +7.5% | +15.8% |
| 6M | -10.3% | +12.3% | -22.6% | -10.5% |
| YTD | -3.7% | +17.4% | -21.1% | -4.4% |
| 1Y | +9.1% | +27.1% | -18.0% | +7.6% |
| All | +86.5% | +88.7% | -2.2% | +82.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 3y: compounded portfolio wealth divided by compounded EFV 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…
3y analysis · Full analysis span regression · 6 months rolling