-1.0%
COR vs M
+24.3%
-25.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.5% | +1.2% | +2.7% |
| 7D | +7.6% | +7.0% | +0.6% | +7.4% |
| 30D | +6.8% | +8.9% | -2.1% | +6.8% |
| 3M | +16.0% | +4.5% | +11.5% | +15.8% |
| 6M | +41.0% | +36.2% | +4.8% | +43.3% |
| YTD | +6.9% | +15.1% | -8.2% | +7.9% |
| 1Y | -1.0% | +27.4% | -28.5% | -1.1% |
| All | -1.0% | +24.3% | -25.3% | -1.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling