-0.8%
COR vs Q
+29.7%
-30.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -3.5% | +6.5% | +2.8% |
| 7D | +7.8% | +1.2% | +6.7% | +7.9% |
| 30D | +7.0% | -2.7% | +9.7% | +7.0% |
| 3M | +16.3% | -16.9% | +33.2% | +15.5% |
| 6M | +41.3% | -26.9% | +68.1% | +40.5% |
| YTD | +7.1% | +45.2% | -38.1% | +2.6% |
| 1Y | -0.8% | +38.1% | -39.0% | -4.9% |
| All | -0.8% | +29.7% | -30.5% | -4.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling