+481.7%
COR vs M
-3.5%
+485.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +8.1% | -4.4% | +3.0% |
| 7D | +2.3% | +2.5% | -0.2% | +2.1% |
| 30D | +6.8% | +10.1% | -3.3% | +5.9% |
| 3M | +8.1% | -0.9% | +9.0% | +8.1% |
| 6M | +33.0% | +30.2% | +2.8% | +29.6% |
| YTD | +3.0% | +16.3% | -13.3% | +1.0% |
| 1Y | -3.4% | +27.0% | -30.4% | -6.1% |
| 3Y | +80.1% | +154.5% | -74.4% | +58.4% |
| 5Y | +194.7% | -1.1% | +195.8% | +179.4% |
| All | +481.7% | -3.5% | +485.2% | +376.8% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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