+407.4%
COR vs IT
+88.4%
+319.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | -0.1% |
| 7D | -3.9% | -9.1% | +5.3% | -2.1% |
| 30D | -0.3% | -12.2% | +11.8% | +2.0% |
| 3M | +15.9% | +7.8% | +8.1% | +12.8% |
| 6M | -10.3% | +2.0% | -12.2% | -12.3% |
| YTD | -3.7% | -32.7% | +29.0% | +2.4% |
| 1Y | +9.1% | -31.1% | +40.2% | +14.7% |
| 3Y | +86.6% | -52.1% | +138.7% | +107.1% |
| 5Y | +180.9% | -46.3% | +227.2% | +192.7% |
| 10Y | +407.4% | +91.4% | +316.1% | +256.3% |
| All | +407.4% | +88.4% | +319.0% | +256.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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