+17,451.9%
COR vs ITW
+4,032.1%
+13,419.7%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -1.7% |
| 7D | +2.8% | -3.6% | +6.3% | +4.0% |
| 30D | +4.5% | -9.1% | +13.7% | +8.0% |
| 3M | +22.7% | +8.2% | +14.4% | +19.2% |
| 6M | -9.7% | -4.8% | -5.0% | -8.6% |
| YTD | -1.4% | +11.0% | -12.5% | -5.7% |
| 1Y | +13.9% | +4.2% | +9.7% | +11.2% |
| 3Y | +94.0% | +17.3% | +76.7% | +78.8% |
| 5Y | +184.0% | +33.0% | +151.0% | +146.3% |
| 10Y | +406.8% | +182.3% | +224.4% | +232.9% |
| All | +17,451.9% | +4,032.1% | +13,419.7% | +6,142.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling