+202.4%
COR vs PL
+84.9%
+117.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.3% | -0.6% | -1.9% |
| 7D | +2.8% | -9.3% | +12.1% | +2.8% |
| 30D | +4.5% | -18.9% | +23.5% | +4.5% |
| 3M | +22.7% | -58.4% | +81.0% | +23.0% |
| 6M | -9.7% | -30.3% | +20.6% | -10.0% |
| YTD | -1.4% | -8.1% | +6.7% | -1.9% |
| 1Y | +13.9% | +180.5% | -166.6% | +12.5% |
| 3Y | +94.0% | +444.1% | -350.2% | +90.8% |
| 5Y | +184.0% | +83.0% | +101.0% | +174.8% |
| All | +202.4% | +84.9% | +117.5% | +193.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling