-3.4%
COR vs P
+17.1%
-20.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.4% | -4.1% | +0.2% |
| 7D | -1.2% | -4.7% | +3.6% | -1.1% |
| 30D | +7.6% | -31.4% | +39.1% | +8.3% |
| 3M | +5.0% | -2.6% | +7.6% | +4.5% |
| 6M | +35.3% | +21.9% | +13.4% | +33.9% |
| YTD | +4.2% | +58.9% | -54.7% | -0.2% |
| 1Y | -3.4% | +21.7% | -25.2% | -5.4% |
| All | -3.4% | +17.1% | -20.6% | -5.4% |
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