+1,085.9%
COR vs FIVE
+868.1%
+217.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +5.1% | -7.0% | -2.4% |
| 7D | +2.8% | +4.3% | -1.5% | +2.3% |
| 30D | +4.5% | +12.5% | -8.0% | +3.2% |
| 3M | +22.7% | +31.2% | -8.6% | +19.2% |
| 6M | -9.7% | +14.4% | -24.1% | -11.5% |
| YTD | -1.4% | +33.9% | -35.3% | -4.9% |
| 1Y | +13.9% | +65.1% | -51.1% | +7.4% |
| 3Y | +94.0% | +49.0% | +45.0% | +80.7% |
| 5Y | +184.0% | +30.3% | +153.7% | +162.8% |
| 10Y | +406.8% | +481.1% | -74.3% | +269.3% |
| All | +1,085.9% | +868.1% | +217.8% | +720.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling