+17,451.9%
COR vs IP
+200.9%
+17,251.0%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.2% | -4.1% | -2.3% |
| 7D | +2.8% | -5.3% | +8.0% | +3.8% |
| 30D | +4.5% | -10.9% | +15.4% | +6.7% |
| 3M | +22.7% | +11.2% | +11.5% | +19.5% |
| 6M | -9.7% | -10.2% | +0.5% | -9.0% |
| YTD | -1.4% | -2.0% | +0.6% | -2.8% |
| 1Y | +13.9% | -19.1% | +33.0% | +16.1% |
| 3Y | +94.0% | +20.9% | +73.1% | +76.3% |
| 5Y | +184.0% | -17.8% | +201.8% | +177.3% |
| 10Y | +406.8% | +23.5% | +383.2% | +341.9% |
| All | +17,451.9% | +200.9% | +17,251.0% | +12,322.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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