+76.9%
COR vs PL
+403.1%
-326.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -10.1% | +6.1% | -4.1% |
| 7D | +2.8% | -20.5% | +23.3% | +2.5% |
| 30D | +7.4% | -38.8% | +46.1% | +6.9% |
| 3M | +7.3% | -49.1% | +56.4% | +6.7% |
| 6M | +11.5% | -69.4% | +80.9% | +10.7% |
| YTD | +1.2% | -42.3% | +43.5% | +0.4% |
| 1Y | -3.3% | -14.2% | +10.9% | -4.0% |
| All | +76.9% | +403.1% | -326.2% | +82.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 3y: compounded portfolio wealth divided by compounded PL 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…
3y analysis · Full analysis span regression · 6 months rolling