+195.8%
COR vs MSCI
+8.1%
+187.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | +0.3% |
| 7D | -1.2% | -1.9% | +0.7% | -1.0% |
| 30D | +7.6% | +16.5% | -8.8% | +6.0% |
| 3M | +5.0% | +18.2% | -13.2% | +3.2% |
| 6M | +35.3% | +14.0% | +21.3% | +33.3% |
| YTD | +4.2% | +16.6% | -12.4% | +2.3% |
| 1Y | -3.4% | +14.8% | -18.3% | -5.1% |
| 3Y | +81.1% | +33.3% | +47.9% | +73.9% |
| 5Y | +195.8% | +9.1% | +186.8% | +181.4% |
| All | +195.8% | +8.1% | +187.7% | +181.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 MSCI 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