+395.2%
COR vs ITW
+194.8%
+200.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | -0.2% |
| 7D | -2.8% | -0.7% | -2.1% | -2.6% |
| 30D | +2.6% | -8.3% | +10.9% | +6.0% |
| 3M | +14.5% | +6.0% | +8.4% | +11.7% |
| 6M | -7.8% | 0.0% | -7.8% | -8.3% |
| YTD | -4.2% | +10.2% | -14.4% | -8.8% |
| 1Y | +7.0% | +3.2% | +3.8% | +4.5% |
| 3Y | +85.5% | +21.0% | +64.5% | +65.3% |
| 5Y | +181.2% | +37.9% | +143.3% | +128.2% |
| All | +395.2% | +194.8% | +200.3% | +172.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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