+183.0%
COR vs PL
+11.6%
+171.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -10.1% | +6.1% | -4.1% |
| 7D | +2.8% | -20.5% | +23.3% | +2.7% |
| 30D | +7.4% | -38.8% | +46.1% | +7.3% |
| 3M | +7.3% | -49.1% | +56.4% | +7.3% |
| 6M | +11.5% | -69.4% | +80.9% | +11.6% |
| YTD | +1.2% | -42.3% | +43.5% | +0.6% |
| 1Y | -3.3% | -14.2% | +10.9% | -4.1% |
| 3Y | +78.5% | +398.7% | -320.2% | +74.4% |
| 5Y | +183.0% | +11.1% | +171.8% | +177.5% |
| All | +183.0% | +11.6% | +171.4% | +177.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling