+486.6%
COR vs P
+691.2%
-204.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +0.9% |
| 7D | +2.4% | -13.3% | +15.7% | +3.3% |
| 30D | +7.7% | -34.0% | +41.7% | +10.5% |
| 3M | +7.5% | +4.1% | +3.4% | +6.4% |
| 6M | +34.1% | +30.5% | +3.7% | +29.6% |
| YTD | +3.9% | +52.2% | -48.3% | -1.3% |
| 1Y | -3.6% | +10.3% | -13.9% | -6.4% |
| 3Y | +80.5% | +180.9% | -100.3% | +53.5% |
| 5Y | +194.9% | +259.7% | -64.9% | +136.1% |
| 10Y | +486.6% | +652.6% | -166.0% | +312.7% |
| All | +486.6% | +691.2% | -204.5% | +312.7% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 10y: compounded portfolio wealth divided by compounded P 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…
10y analysis · Full analysis span regression · 6 months rolling