+17,451.9%
COR vs M
+309.6%
+17,142.3%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.6% | -4.4% | -2.2% |
| 7D | +2.8% | +4.7% | -2.0% | +2.2% |
| 30D | +4.5% | -9.6% | +14.2% | +5.8% |
| 3M | +22.7% | +0.9% | +21.8% | +22.2% |
| 6M | -9.7% | +22.3% | -32.0% | -12.5% |
| YTD | -1.4% | +6.5% | -8.0% | -3.1% |
| 1Y | +13.9% | +38.8% | -24.8% | +8.1% |
| 3Y | +94.0% | +115.9% | -21.9% | +66.5% |
| 5Y | +184.0% | +28.6% | +155.4% | +149.0% |
| 10Y | +406.8% | -2.5% | +409.3% | +312.3% |
| All | +17,451.9% | +309.6% | +17,142.3% | +9,970.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling