+87.4%
COR vs EXPE
+162.6%
-75.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -7.9% | +6.0% | -1.9% |
| 7D | -1.9% | -9.8% | +7.9% | -1.9% |
| 30D | +1.5% | -11.5% | +13.0% | +1.5% |
| 3M | +18.7% | +21.7% | -3.0% | +19.1% |
| 6M | -9.0% | +10.4% | -19.4% | -8.8% |
| YTD | -3.3% | -2.5% | -0.8% | -2.9% |
| 1Y | +9.8% | +27.3% | -17.5% | +10.5% |
| 3Y | +87.4% | +153.5% | -66.2% | +83.7% |
| All | +87.4% | +162.6% | -75.3% | +83.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling