+2,760.1%
COR vs EFV
+258.8%
+2,501.2%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.7% | -1.8% |
| 7D | +2.8% | +1.5% | +1.3% | +2.1% |
| 30D | +4.5% | +1.7% | +2.8% | +3.7% |
| 3M | +22.7% | +8.6% | +14.0% | +17.8% |
| 6M | -9.7% | +11.7% | -21.4% | -14.8% |
| YTD | -1.4% | +19.3% | -20.7% | -10.0% |
| 1Y | +13.9% | +30.2% | -16.3% | -0.3% |
| 3Y | +94.0% | +91.6% | +2.4% | +38.8% |
| 5Y | +184.0% | +96.4% | +87.6% | +98.7% |
| 10Y | +406.8% | +166.5% | +240.3% | +203.7% |
| All | +2,760.1% | +258.8% | +2,501.2% | +1,320.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling