+85.0%
COR vs M
+158.0%
-73.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.5% | +1.4% | +3.0% |
| 7D | +7.8% | +7.0% | +0.8% | +7.9% |
| 30D | +7.0% | +8.9% | -1.9% | +7.2% |
| 3M | +16.3% | +4.5% | +11.8% | +16.3% |
| 6M | +41.3% | +36.2% | +5.1% | +42.8% |
| YTD | +7.1% | +15.1% | -8.0% | +7.8% |
| 1Y | -0.8% | +27.4% | -28.3% | +0.2% |
| 3Y | +85.0% | +160.1% | -75.2% | +93.4% |
| All | +85.0% | +158.0% | -73.0% | +93.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling