+180.7%
COR vs ITOT
+71.8%
+108.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.6% |
| 7D | -4.8% | -2.0% | -2.8% | -4.4% |
| 30D | -3.7% | -2.0% | -1.7% | -3.3% |
| 3M | +14.3% | +4.5% | +9.8% | +13.1% |
| 6M | -8.5% | +12.6% | -21.1% | -11.4% |
| YTD | -4.4% | +12.0% | -16.4% | -7.3% |
| 1Y | +9.1% | +17.3% | -8.1% | +4.5% |
| 3Y | +85.2% | +75.2% | +10.0% | +53.3% |
| 5Y | +180.7% | +74.0% | +106.6% | +131.0% |
| All | +180.7% | +71.8% | +108.8% | +131.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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