+18,455.8%
COR vs IT
+1,783.2%
+16,672.7%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.2% | -1.8% | 0.0% |
| 7D | -1.2% | -6.8% | +5.7% | -0.2% |
| 30D | +7.6% | -0.6% | +8.2% | +7.5% |
| 3M | +5.0% | +3.1% | +1.9% | +4.0% |
| 6M | +35.3% | +25.5% | +9.8% | +29.1% |
| YTD | +4.2% | -23.5% | +27.7% | +5.9% |
| 1Y | -3.4% | -16.6% | +13.2% | -3.2% |
| 3Y | +81.1% | -53.1% | +134.2% | +94.3% |
| 5Y | +195.8% | -41.4% | +237.3% | +203.0% |
| 10Y | +493.6% | +90.9% | +402.6% | +402.3% |
| All | +18,455.8% | +1,783.2% | +16,672.7% | +11,241.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling