+245.7%
COR vs EXE
+191.4%
+54.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -1.7% |
| 7D | +2.8% | -0.3% | +3.0% | +2.8% |
| 30D | +4.5% | +8.5% | -3.9% | +3.6% |
| 3M | +22.7% | +5.5% | +17.2% | +21.8% |
| 6M | -9.7% | -5.9% | -3.8% | -9.2% |
| YTD | -1.4% | -9.7% | +8.3% | -0.6% |
| 1Y | +13.9% | +3.6% | +10.4% | +12.8% |
| 3Y | +94.0% | +18.0% | +75.9% | +88.5% |
| 5Y | +184.0% | +109.4% | +74.6% | +151.0% |
| All | +245.7% | +191.4% | +54.3% | +197.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling