+3.5%
COR vs EXPE
+48.9%
-45.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +10.5% | -6.6% | +3.5% |
| 7D | +9.1% | +14.6% | -5.5% | +8.5% |
| 30D | +12.4% | +21.4% | -9.0% | +11.7% |
| 3M | +15.8% | +1.4% | +14.4% | +15.3% |
| 6M | +17.1% | +28.6% | -11.5% | +16.9% |
| YTD | +5.4% | +12.1% | -6.7% | +6.4% |
| 1Y | +3.5% | +50.0% | -46.5% | +3.5% |
| All | +3.5% | +48.9% | -45.4% | +3.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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