+486.6%
COR vs FIVE
+562.8%
-76.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +0.9% |
| 7D | +2.4% | +7.3% | -4.9% | +1.7% |
| 30D | +7.7% | +18.1% | -10.4% | +5.9% |
| 3M | +7.5% | +7.7% | -0.2% | +6.5% |
| 6M | +34.1% | +13.6% | +20.5% | +31.8% |
| YTD | +3.9% | +34.6% | -30.7% | 0.0% |
| 1Y | -3.6% | +66.2% | -69.9% | -9.3% |
| 3Y | +80.5% | +43.5% | +37.0% | +69.9% |
| 5Y | +194.9% | +20.7% | +174.2% | +178.2% |
| 10Y | +486.6% | +541.5% | -54.9% | +300.8% |
| All | +486.6% | +562.8% | -76.2% | +300.8% |
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