+520.9%
COR vs FIVE
+563.4%
-42.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.8% |
| 7D | +0.8% | -0.3% | +1.1% | +0.9% |
| 30D | +5.1% | +17.7% | -12.5% | +3.4% |
| 3M | +2.8% | +4.0% | -1.1% | +2.2% |
| 6M | +32.5% | +2.6% | +29.9% | +31.6% |
| YTD | -0.7% | +27.6% | -28.2% | -3.9% |
| 1Y | -6.7% | +59.9% | -66.6% | -11.9% |
| 3Y | +73.7% | +35.8% | +38.0% | +64.3% |
| 5Y | +177.9% | +14.4% | +163.4% | +163.3% |
| All | +520.9% | +563.4% | -42.6% | +303.4% |
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