+17,914.9%
COR vs ES
+868.2%
+17,046.7%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.1% | -6.1% | -4.6% |
| 7D | +2.8% | +5.9% | -3.2% | +1.1% |
| 30D | +7.4% | +10.2% | -2.8% | +4.5% |
| 3M | +7.3% | +0.4% | +6.9% | +7.0% |
| 6M | +11.5% | +6.9% | +4.6% | +9.3% |
| YTD | +1.2% | +10.5% | -9.3% | -2.0% |
| 1Y | -3.3% | +3.2% | -6.5% | -4.9% |
| 3Y | +78.5% | +49.0% | +29.4% | +55.6% |
| 5Y | +183.0% | +4.5% | +178.5% | +170.8% |
| 10Y | +545.4% | +92.3% | +453.1% | +420.4% |
| All | +17,914.9% | +868.2% | +17,046.7% | +10,756.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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