+486.6%
COR vs ESI
+306.3%
+180.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +1.0% |
| 7D | +2.4% | -6.6% | +9.0% | +3.5% |
| 30D | +7.7% | -9.8% | +17.5% | +9.3% |
| 3M | +7.5% | -11.9% | +19.4% | +9.2% |
| 6M | +34.1% | -25.1% | +59.2% | +38.8% |
| YTD | +3.9% | +31.9% | -28.0% | -5.2% |
| 1Y | -3.6% | +19.2% | -22.8% | -10.3% |
| 3Y | +80.5% | +76.2% | +4.4% | +47.5% |
| 5Y | +194.9% | +39.4% | +155.5% | +150.9% |
| 10Y | +486.6% | +304.9% | +181.7% | +271.3% |
| All | +486.6% | +306.3% | +180.3% | +271.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 10y: compounded portfolio wealth divided by compounded ESI 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…
10y analysis · Full analysis span regression · 6 months rolling