+4.8%
COR vs Q
+74.5%
-69.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.1% | +2.9% | -0.3% |
| 7D | +2.9% | +11.5% | -8.6% | +3.4% |
| 30D | +5.8% | -0.2% | +6.0% | +5.9% |
| 3M | +11.4% | -13.6% | +25.0% | +10.8% |
| 6M | +34.5% | -27.0% | +61.5% | +34.1% |
| YTD | +4.1% | +50.5% | -46.5% | +1.1% |
| 1Y | -3.1% | +33.8% | -36.9% | -5.3% |
| All | +4.8% | +74.5% | -69.7% | +2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 10y: compounded portfolio wealth divided by compounded Q 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…
10y analysis · Full analysis span regression · 6 months rolling