+182.1%
COR vs MTB
+103.8%
+78.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -1.8% |
| 7D | -1.9% | +2.8% | -4.7% | -2.2% |
| 30D | +1.5% | -4.2% | +5.7% | +2.0% |
| 3M | +18.7% | +7.8% | +10.9% | +17.7% |
| 6M | -9.0% | +14.8% | -23.9% | -10.5% |
| YTD | -3.3% | +20.8% | -24.1% | -5.4% |
| 1Y | +9.8% | +23.1% | -13.3% | +7.2% |
| 3Y | +87.4% | +114.8% | -27.5% | +66.6% |
| All | +182.1% | +103.8% | +78.3% | +144.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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