+32.5%
COR vs Q
-20.9%
+53.4%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +6.3% | -8.1% | -1.0% |
| 7D | +0.8% | +0.3% | +0.5% | +1.0% |
| 30D | +5.1% | -9.8% | +14.9% | +3.8% |
| 3M | +2.8% | -12.2% | +15.0% | +1.4% |
| 6M | +32.5% | -21.6% | +54.2% | +28.5% |
| All | +32.5% | -20.9% | +53.4% | +28.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling