+492.2%
COR vs EXEL
+320.7%
+171.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.2% | +4.2% | +3.1% |
| 7D | +7.8% | -0.8% | +8.7% | +8.0% |
| 30D | +7.0% | +13.1% | -6.1% | +5.2% |
| 3M | +16.3% | +36.3% | -20.1% | +11.4% |
| 6M | +41.3% | +34.5% | +6.8% | +35.3% |
| YTD | +7.1% | +57.4% | -50.3% | -0.3% |
| 1Y | -0.8% | +62.9% | -63.7% | -8.3% |
| 3Y | +85.0% | +229.5% | -144.5% | +48.7% |
| 5Y | +203.9% | +281.2% | -77.4% | +134.1% |
| All | +492.2% | +320.7% | +171.4% | +323.6% |
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