+195.6%
COR vs M
-2.0%
+197.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.3% | +0.4% |
| 7D | -1.2% | -3.3% | +2.1% | -1.1% |
| 30D | +7.6% | +8.1% | -0.5% | +7.4% |
| 3M | +5.0% | +2.2% | +2.8% | +4.9% |
| 6M | +35.3% | +35.1% | +0.2% | +34.3% |
| YTD | +4.2% | +15.8% | -11.6% | +3.7% |
| 1Y | -3.4% | +25.8% | -29.3% | -4.1% |
| 3Y | +81.1% | +156.2% | -75.1% | +71.8% |
| All | +195.6% | -2.0% | +197.6% | +194.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling