+73.7%
COR vs FIVE
+34.8%
+38.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.8% |
| 7D | +0.8% | -0.3% | +1.1% | +0.8% |
| 30D | +5.1% | +17.7% | -12.5% | +5.6% |
| 3M | +2.8% | +4.0% | -1.1% | +3.0% |
| 6M | +32.5% | +2.6% | +29.9% | +32.8% |
| YTD | -0.7% | +27.6% | -28.2% | +0.3% |
| 1Y | -6.7% | +59.9% | -66.6% | -4.8% |
| 3Y | +73.7% | +35.8% | +38.0% | +85.5% |
| All | +73.7% | +34.8% | +38.9% | +85.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling