+237.7%
COR vs EXE
+187.5%
+50.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | -0.2% |
| 7D | -3.9% | -2.7% | -1.2% | -3.6% |
| 30D | -0.3% | -0.4% | 0.0% | -0.3% |
| 3M | +15.9% | +9.5% | +6.4% | +14.6% |
| 6M | -10.3% | -9.3% | -0.9% | -9.4% |
| YTD | -3.7% | -10.9% | +7.2% | -2.7% |
| 1Y | +9.1% | +4.3% | +4.8% | +7.9% |
| 3Y | +86.6% | +18.8% | +67.8% | +81.2% |
| 5Y | +180.9% | +101.4% | +79.5% | +149.7% |
| All | +237.7% | +187.5% | +50.2% | +190.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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