+475.2%
COR vs FIVE
+505.3%
-30.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | 0.0% |
| 7D | +2.9% | +2.4% | +0.4% | +2.6% |
| 30D | +5.8% | +15.8% | -10.0% | +4.3% |
| 3M | +11.4% | +3.8% | +7.6% | +10.9% |
| 6M | +34.5% | +18.5% | +15.9% | +31.5% |
| YTD | +4.1% | +31.2% | -27.2% | +0.4% |
| 1Y | -3.1% | +61.8% | -64.9% | -8.6% |
| 3Y | +80.9% | +39.9% | +41.0% | +70.7% |
| 5Y | +195.1% | +18.3% | +176.8% | +178.9% |
| All | +475.2% | +505.3% | -30.2% | +294.7% |
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