+486.6%
COR vs EXPE
+112.4%
+374.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.1% | +2.9% | +1.1% |
| 7D | +2.4% | -11.2% | +13.6% | +3.8% |
| 30D | +7.7% | -7.5% | +15.1% | +8.5% |
| 3M | +7.5% | -19.1% | +26.6% | +9.9% |
| 6M | +34.1% | +10.7% | +23.4% | +31.9% |
| YTD | +3.9% | -9.9% | +13.8% | +3.9% |
| 1Y | -3.6% | -4.6% | +1.0% | -4.4% |
| 3Y | +80.5% | +116.8% | -36.3% | +55.1% |
| 5Y | +194.9% | +38.6% | +156.3% | +165.5% |
| 10Y | +486.6% | +115.9% | +370.8% | +331.6% |
| All | +486.6% | +112.4% | +374.2% | +331.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling