+520.9%
COR vs EXPD
+304.0%
+216.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.3% | +0.5% | -1.2% |
| 7D | +0.8% | -7.2% | +8.0% | +2.6% |
| 30D | +5.1% | -3.3% | +8.4% | +6.0% |
| 3M | +2.8% | +3.4% | -0.6% | +1.8% |
| 6M | +32.5% | +22.7% | +9.8% | +25.3% |
| YTD | -0.7% | +24.5% | -25.2% | -6.9% |
| 1Y | -6.7% | +38.6% | -45.4% | -15.1% |
| 3Y | +73.7% | +71.5% | +2.2% | +45.2% |
| 5Y | +177.9% | +56.2% | +121.6% | +134.3% |
| All | +520.9% | +304.0% | +216.9% | +258.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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