-0.8%
COR vs IT
-15.8%
+15.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.7% | +2.3% | +2.9% |
| 7D | +7.8% | +1.1% | +6.8% | +7.8% |
| 30D | +7.0% | -1.8% | +8.9% | +7.0% |
| 3M | +16.3% | +4.8% | +11.4% | +15.8% |
| 6M | +41.3% | +33.0% | +8.3% | +38.4% |
| YTD | +7.1% | -23.8% | +31.0% | +6.0% |
| 1Y | -0.8% | -16.5% | +15.7% | -3.3% |
| All | -0.8% | -15.8% | +15.0% | -3.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling