+195.8%
COR vs FIVE
+19.0%
+176.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.4% |
| 7D | -1.2% | -0.5% | -0.7% | -1.2% |
| 30D | +7.6% | +17.4% | -9.8% | +7.4% |
| 3M | +5.0% | +7.0% | -2.0% | +4.9% |
| 6M | +35.3% | +20.5% | +14.8% | +34.8% |
| YTD | +4.2% | +33.1% | -28.9% | +3.6% |
| 1Y | -3.4% | +67.1% | -70.5% | -4.2% |
| 3Y | +81.1% | +41.9% | +39.2% | +85.3% |
| 5Y | +195.8% | +21.1% | +174.8% | +201.8% |
| All | +195.8% | +19.0% | +176.8% | +201.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling