+194.7%
COR vs IT
-42.9%
+237.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.5% | +3.2% | +3.6% |
| 7D | +2.3% | -18.8% | +21.1% | +4.2% |
| 30D | +6.8% | -0.1% | +6.8% | +6.6% |
| 3M | +8.1% | +2.9% | +5.2% | +7.5% |
| 6M | +33.0% | +20.4% | +12.6% | +29.6% |
| YTD | +3.0% | -24.3% | +27.3% | +4.7% |
| 1Y | -3.4% | -17.2% | +13.7% | -2.8% |
| 3Y | +80.1% | -52.4% | +132.5% | +91.6% |
| 5Y | +194.7% | -43.7% | +238.4% | +200.2% |
| All | +194.7% | -42.9% | +237.6% | +200.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling