-3.7%
COR vs ESI
+22.6%
-26.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.0% | -0.3% |
| 7D | +2.9% | +8.3% | -5.5% | +3.5% |
| 30D | +5.8% | -10.4% | +16.3% | +4.8% |
| 3M | +11.4% | -13.2% | +24.6% | +10.2% |
| 6M | +34.5% | -23.9% | +58.3% | +32.1% |
| YTD | +4.1% | +34.2% | -30.1% | +0.6% |
| All | -3.7% | +22.6% | -26.3% | -6.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling