+492.2%
COR vs IT
+90.0%
+402.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.7% | +2.3% | +2.8% |
| 7D | +7.8% | +1.1% | +6.8% | +7.6% |
| 30D | +7.0% | -1.8% | +8.9% | +7.0% |
| 3M | +16.3% | +4.8% | +11.4% | +14.2% |
| 6M | +41.3% | +33.0% | +8.3% | +30.4% |
| YTD | +7.1% | -23.8% | +31.0% | +10.6% |
| 1Y | -0.8% | -16.5% | +15.7% | +0.1% |
| 3Y | +85.0% | -53.6% | +138.6% | +109.9% |
| 5Y | +203.9% | -42.1% | +246.0% | +213.5% |
| All | +492.2% | +90.0% | +402.2% | +273.4% |
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