+11,832.7%
COR vs EXEL
+273.2%
+11,559.6%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.2% | -1.7% | -1.8% |
| 7D | +2.8% | +8.4% | -5.6% | +2.0% |
| 30D | +4.5% | +4.1% | +0.5% | +4.1% |
| 3M | +22.7% | +12.4% | +10.2% | +21.3% |
| 6M | -9.7% | +41.5% | -51.3% | -12.9% |
| YTD | -1.4% | +34.6% | -36.1% | -4.5% |
| 1Y | +13.9% | +57.9% | -43.9% | +8.5% |
| 3Y | +94.0% | +159.5% | -65.5% | +74.4% |
| 5Y | +184.0% | +198.5% | -14.5% | +150.1% |
| 10Y | +406.8% | +411.4% | -4.6% | +311.1% |
| All | +11,832.7% | +273.2% | +11,559.6% | +8,255.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling