+13.9%
COR vs FIVE
+66.7%
-52.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +5.1% | -7.0% | -1.9% |
| 7D | +2.8% | +4.3% | -1.5% | +2.7% |
| 30D | +4.5% | +12.5% | -8.0% | +4.4% |
| 3M | +22.7% | +31.2% | -8.6% | +22.2% |
| 6M | -9.7% | +14.4% | -24.1% | -10.2% |
| YTD | -1.4% | +33.9% | -35.3% | -2.3% |
| 1Y | +13.9% | +65.1% | -51.1% | +15.1% |
| All | +13.9% | +66.7% | -52.8% | +15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 1y: compounded portfolio wealth divided by compounded FIVE 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…
1y analysis · Full analysis span regression · 6 months rolling