+17,590.3%
COR vs M
+313.6%
+17,276.7%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.6% | +2.8% | -1.2% |
| 7D | +0.8% | -4.3% | +5.1% | +1.4% |
| 30D | +5.1% | +1.3% | +3.9% | +4.9% |
| 3M | +2.8% | -7.4% | +10.2% | +3.6% |
| 6M | +32.5% | +18.3% | +14.2% | +29.1% |
| YTD | -0.7% | +7.6% | -8.2% | -2.5% |
| 1Y | -6.7% | +17.4% | -24.1% | -9.6% |
| 3Y | +73.7% | +108.4% | -34.6% | +50.0% |
| 5Y | +177.9% | -10.6% | +188.5% | +158.4% |
| 10Y | +533.8% | -3.2% | +536.9% | +416.2% |
| All | +17,590.3% | +313.6% | +17,276.7% | +10,025.9% |
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