+181.4%
COR vs EXPE
+43.3%
+138.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.9% | +3.1% | -1.6% |
| 7D | +0.8% | -9.3% | +10.2% | +1.3% |
| 30D | +5.1% | +0.1% | +5.0% | +5.3% |
| 3M | +2.8% | -15.3% | +18.1% | +3.4% |
| 6M | +32.5% | +5.5% | +27.1% | +32.4% |
| YTD | -0.7% | -8.0% | +7.3% | -0.3% |
| 1Y | -6.7% | +18.9% | -25.6% | -7.3% |
| 3Y | +73.7% | +135.5% | -61.8% | +64.6% |
| All | +181.4% | +43.3% | +138.0% | +180.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling