+512.3%
COR vs FIVE
+596.6%
-84.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +5.6% | -1.9% | +3.1% |
| 7D | +2.3% | +6.2% | -3.8% | +1.7% |
| 30D | +6.8% | +18.2% | -11.4% | +4.9% |
| 3M | +8.1% | +3.8% | +4.3% | +7.5% |
| 6M | +33.0% | +13.7% | +19.3% | +30.6% |
| YTD | +3.0% | +34.7% | -31.7% | -0.9% |
| 1Y | -3.4% | +66.6% | -70.1% | -9.2% |
| 3Y | +80.1% | +44.3% | +35.9% | +69.2% |
| 5Y | +194.7% | +18.8% | +176.0% | +178.8% |
| 10Y | +512.3% | +569.2% | -56.9% | +305.8% |
| All | +512.3% | +596.6% | -84.3% | +305.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling