+512.3%
COR vs P
+748.5%
-236.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +6.3% | -2.6% | +3.2% |
| 7D | +2.3% | -9.6% | +12.0% | +3.0% |
| 30D | +6.8% | -33.4% | +40.2% | +9.5% |
| 3M | +8.1% | +14.2% | -6.1% | +6.2% |
| 6M | +33.0% | +31.6% | +1.4% | +28.4% |
| YTD | +3.0% | +53.5% | -50.5% | -2.3% |
| 1Y | -3.4% | +14.2% | -17.6% | -6.5% |
| 3Y | +80.1% | +190.5% | -110.4% | +52.2% |
| 5Y | +194.7% | +256.3% | -61.6% | +135.7% |
| 10Y | +512.3% | +707.9% | -195.6% | +326.7% |
| All | +512.3% | +748.5% | -236.2% | +326.7% |
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