+17,047.2%
COR vs NYT
+749.5%
+16,297.7%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.6% | -0.1% |
| 7D | -3.9% | -1.6% | -2.3% | -3.7% |
| 30D | -0.3% | +2.8% | -3.1% | -0.8% |
| 3M | +15.9% | -9.2% | +25.1% | +17.2% |
| 6M | -10.3% | -17.1% | +6.8% | -8.4% |
| YTD | -3.7% | -3.2% | -0.5% | -4.1% |
| 1Y | +9.1% | +15.7% | -6.6% | +5.6% |
| 3Y | +86.6% | +55.7% | +30.8% | +70.3% |
| 5Y | +180.9% | +39.4% | +141.6% | +156.2% |
| 10Y | +407.4% | +485.6% | -78.1% | +260.4% |
| All | +17,047.2% | +749.5% | +16,297.7% | +10,374.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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