+9.8%
COR vs P
+26.4%
-16.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.6% | -3.5% | -1.9% |
| 7D | -1.9% | +7.8% | -9.7% | -2.1% |
| 30D | +1.5% | +12.3% | -10.8% | +1.2% |
| 3M | +18.7% | +37.1% | -18.4% | +17.7% |
| 6M | -9.0% | +66.1% | -75.1% | -11.6% |
| YTD | -3.3% | +50.9% | -54.2% | -5.6% |
| 1Y | +9.8% | +27.2% | -17.4% | +12.5% |
| All | +9.8% | +26.4% | -16.6% | +12.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling