+395.2%
COR vs QSR
+135.2%
+260.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | 0.0% |
| 7D | -2.8% | -4.0% | +1.2% | -1.9% |
| 30D | +2.6% | +2.8% | -0.2% | +1.8% |
| 3M | +14.5% | +5.1% | +9.4% | +12.9% |
| 6M | -7.8% | +8.8% | -16.6% | -9.6% |
| YTD | -4.2% | +14.8% | -19.1% | -7.4% |
| 1Y | +7.0% | +25.7% | -18.7% | +1.1% |
| 3Y | +85.5% | +27.5% | +58.0% | +72.2% |
| 5Y | +181.2% | +41.3% | +139.9% | +151.7% |
| All | +395.2% | +135.2% | +260.0% | +308.7% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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