+2,193.2%
COR vs MSCI
+3,169.6%
-976.4%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.7% | -1.3% | -3.5% |
| 7D | +2.8% | +6.0% | -3.3% | +1.5% |
| 30D | +7.4% | +18.2% | -10.8% | +3.6% |
| 3M | +7.3% | +15.1% | -7.8% | +4.0% |
| 6M | +11.5% | +13.7% | -2.2% | +8.1% |
| YTD | +1.2% | +15.6% | -14.4% | -2.7% |
| 1Y | -3.3% | +16.3% | -19.6% | -7.2% |
| 3Y | +78.5% | +36.9% | +41.6% | +62.2% |
| 5Y | +183.0% | +6.3% | +176.7% | +165.3% |
| 10Y | +545.4% | +823.0% | -277.6% | +266.1% |
| All | +2,193.2% | +3,169.6% | -976.4% | +861.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling