+180.5%
COR vs EXEL
+195.7%
-15.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.3% | +0.4% | -1.7% |
| 7D | -1.9% | +1.4% | -3.3% | -2.0% |
| 30D | +1.5% | +6.7% | -5.1% | +1.1% |
| 3M | +18.7% | +11.5% | +7.2% | +17.8% |
| 6M | -9.0% | +38.8% | -47.8% | -11.4% |
| YTD | -3.3% | +31.6% | -34.9% | -5.4% |
| 1Y | +9.8% | +53.0% | -43.2% | +5.6% |
| 3Y | +87.4% | +160.8% | -73.5% | +65.4% |
| 5Y | +180.5% | +190.1% | -9.6% | +135.6% |
| All | +180.5% | +195.7% | -15.2% | +135.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling