+181.4%
COR vs MSCI
+3.6%
+177.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.3% | +0.5% | -1.6% |
| 7D | +0.8% | +2.8% | -2.0% | +0.6% |
| 30D | +5.1% | +15.4% | -10.3% | +3.7% |
| 3M | +2.8% | +13.4% | -10.6% | +1.5% |
| 6M | +32.5% | +10.9% | +21.6% | +31.0% |
| YTD | -0.7% | +13.0% | -13.6% | -2.1% |
| 1Y | -6.7% | +12.0% | -18.7% | -8.0% |
| 3Y | +73.7% | +34.1% | +39.6% | +66.6% |
| All | +181.4% | +3.6% | +177.8% | +168.8% |
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