+12,366.7%
COR vs EXEL
+353.7%
+12,013.0%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.1% | +0.5% | +3.4% |
| 7D | +2.3% | +2.3% | 0.0% | +2.1% |
| 30D | +6.8% | +19.8% | -13.1% | +5.1% |
| 3M | +8.1% | +32.7% | -24.6% | +5.4% |
| 6M | +33.0% | +49.0% | -16.0% | +28.1% |
| YTD | +3.0% | +63.7% | -60.7% | -2.0% |
| 1Y | -3.4% | +75.8% | -79.2% | -8.7% |
| 3Y | +80.1% | +241.3% | -161.2% | +58.2% |
| 5Y | +194.7% | +289.0% | -94.3% | +153.8% |
| 10Y | +512.3% | +377.6% | +134.6% | +400.1% |
| All | +12,366.7% | +353.7% | +12,013.0% | +8,477.0% |
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 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