+395.2%
COR vs MKTX
+5.0%
+390.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.2% | +0.2% |
| 7D | -2.8% | -0.2% | -2.6% | -2.8% |
| 30D | +2.6% | +0.7% | +1.8% | +2.5% |
| 3M | +14.5% | +40.8% | -26.3% | +8.9% |
| 6M | -7.8% | -8.0% | +0.2% | -7.1% |
| YTD | -4.2% | -8.7% | +4.5% | -3.4% |
| 1Y | +7.0% | -11.8% | +18.8% | +8.3% |
| 3Y | +85.5% | -24.0% | +109.6% | +87.4% |
| 5Y | +181.2% | -60.3% | +241.5% | +212.7% |
| All | +395.2% | +5.0% | +390.1% | +318.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 10y: compounded portfolio wealth divided by compounded MKTX 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…
10y analysis · Full analysis span regression · 6 months rolling