+407.4%
COR vs EXEL
+378.5%
+28.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.6% | -0.6% |
| 7D | -3.9% | -0.3% | -3.5% | -3.8% |
| 30D | -0.3% | +10.1% | -10.5% | -1.7% |
| 3M | +15.9% | +10.1% | +5.8% | +14.1% |
| 6M | -10.3% | +37.7% | -47.9% | -14.9% |
| YTD | -3.7% | +33.1% | -36.8% | -8.3% |
| 1Y | +9.1% | +52.4% | -43.3% | +1.3% |
| 3Y | +86.6% | +163.8% | -77.3% | +54.5% |
| 5Y | +180.9% | +198.5% | -17.6% | +123.9% |
| 10Y | +407.4% | +386.9% | +20.5% | +251.0% |
| All | +407.4% | +378.5% | +28.9% | +251.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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