+180.7%
COR vs MKTX
-60.6%
+241.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | -4.8% | -0.2% | -4.7% | -4.8% |
| 30D | -3.7% | +0.8% | -4.5% | -3.7% |
| 3M | +14.3% | +41.1% | -26.8% | +12.1% |
| 6M | -8.5% | -9.5% | +1.1% | -8.0% |
| YTD | -4.4% | -8.7% | +4.3% | -3.9% |
| 1Y | +9.1% | -10.0% | +19.1% | +9.7% |
| 3Y | +85.2% | -24.6% | +109.8% | +85.3% |
| 5Y | +180.7% | -60.3% | +241.0% | +192.1% |
| All | +180.7% | -60.6% | +241.2% | +192.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling