+2,829.4%
COR vs EXPE
+727.6%
+2,101.8%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.9% | +3.1% | -1.2% |
| 7D | +0.8% | -9.3% | +10.2% | +2.0% |
| 30D | +5.1% | +0.1% | +5.0% | +5.0% |
| 3M | +2.8% | -15.3% | +18.1% | +4.7% |
| 6M | +32.5% | +5.5% | +27.1% | +30.8% |
| YTD | -0.7% | -8.0% | +7.3% | -1.0% |
| 1Y | -6.7% | +18.9% | -25.6% | -10.4% |
| 3Y | +73.7% | +135.5% | -61.8% | +47.8% |
| 5Y | +177.9% | +44.3% | +133.6% | +146.1% |
| 10Y | +533.8% | +117.7% | +416.0% | +395.3% |
| All | +2,829.4% | +727.6% | +2,101.8% | +1,442.4% |
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