+2,260.8%
COR vs ET
+1,435.0%
+825.9%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.3% | -2.1% | -1.9% |
| 7D | +2.8% | +0.9% | +1.9% | +2.6% |
| 30D | +4.5% | +7.5% | -2.9% | +3.4% |
| 3M | +22.7% | +11.4% | +11.3% | +20.6% |
| 6M | -9.7% | +18.5% | -28.3% | -12.1% |
| YTD | -1.4% | +37.4% | -38.8% | -6.2% |
| 1Y | +13.9% | +30.9% | -17.0% | +9.2% |
| 3Y | +94.0% | +98.7% | -4.8% | +72.7% |
| 5Y | +184.0% | +230.7% | -46.7% | +131.7% |
| 10Y | +406.8% | +175.6% | +231.2% | +302.5% |
| All | +2,260.8% | +1,435.0% | +825.9% | +917.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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