-3.6%
COR vs EXEL
+72.0%
-75.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.5% | +0.7% |
| 7D | +2.4% | -2.4% | +4.8% | +2.2% |
| 30D | +7.7% | +17.9% | -10.2% | +9.7% |
| 3M | +7.5% | +33.3% | -25.8% | +11.3% |
| 6M | +34.1% | +46.6% | -12.4% | +42.0% |
| YTD | +3.9% | +61.0% | -57.2% | +12.5% |
| 1Y | -3.6% | +70.4% | -74.1% | +4.3% |
| All | -3.6% | +72.0% | -75.7% | +4.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling