+405.0%
COR vs P
+705.1%
-300.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.4% | -3.2% | -2.0% |
| 7D | +2.8% | +6.5% | -3.8% | +2.3% |
| 30D | +4.5% | +18.8% | -14.3% | +3.0% |
| 3M | +22.7% | +26.7% | -4.1% | +19.9% |
| 6M | -9.7% | +62.2% | -71.9% | -13.9% |
| YTD | -1.4% | +48.5% | -49.9% | -5.6% |
| 1Y | +13.9% | +26.4% | -12.5% | +9.9% |
| 3Y | +94.0% | +159.4% | -65.5% | +67.5% |
| 5Y | +184.0% | +275.8% | -91.8% | +127.4% |
| All | +405.0% | +705.1% | -300.1% | +253.0% |
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