-9.7%
COR vs P
+59.3%
-69.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.4% | -3.2% | -1.8% |
| 7D | +2.8% | +6.5% | -3.8% | +2.8% |
| 30D | +4.5% | +18.8% | -14.3% | +4.9% |
| 3M | +22.7% | +26.7% | -4.1% | +23.9% |
| 6M | -9.7% | +62.2% | -71.9% | -15.5% |
| All | -9.7% | +59.3% | -69.1% | -15.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling