+2,806.4%
COR vs EXPE
+851.4%
+1,955.0%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.7% | -0.2% | -1.7% |
| 7D | +2.8% | -9.5% | +12.3% | +4.0% |
| 30D | +4.5% | -6.6% | +11.2% | +5.3% |
| 3M | +22.7% | +31.4% | -8.7% | +18.2% |
| 6M | -9.7% | +35.2% | -44.9% | -13.7% |
| YTD | -1.4% | +5.8% | -7.2% | -3.3% |
| 1Y | +13.9% | +38.7% | -24.7% | +7.4% |
| 3Y | +94.0% | +175.8% | -81.8% | +61.6% |
| 5Y | +184.0% | +111.8% | +72.2% | +137.8% |
| 10Y | +406.8% | +179.7% | +227.0% | +283.4% |
| All | +2,806.4% | +851.4% | +1,955.0% | +1,407.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling