+665.3%
COR vs ESI
+207.0%
+458.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.0% | -3.6% | -0.2% |
| 7D | -1.2% | +1.8% | -3.0% | -1.4% |
| 30D | +7.6% | -6.6% | +14.2% | +8.4% |
| 3M | +5.0% | -9.4% | +14.4% | +5.9% |
| 6M | +35.3% | -24.1% | +59.4% | +39.0% |
| YTD | +4.2% | +37.1% | -32.9% | -3.2% |
| 1Y | -3.4% | +24.5% | -28.0% | -9.0% |
| 3Y | +81.1% | +83.2% | -2.0% | +55.9% |
| 5Y | +195.8% | +44.0% | +151.9% | +161.8% |
| 10Y | +493.6% | +332.8% | +160.7% | +321.1% |
| All | +665.3% | +207.0% | +458.3% | +464.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling