+381.1%
COR vs QSR
+211.0%
+170.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.4% | +0.5% | -1.3% |
| 7D | -1.9% | +0.1% | -2.0% | -1.9% |
| 30D | +1.5% | +5.9% | -4.4% | +0.1% |
| 3M | +18.7% | +10.5% | +8.2% | +15.8% |
| 6M | -9.0% | +7.7% | -16.7% | -10.5% |
| YTD | -3.3% | +16.8% | -20.1% | -6.8% |
| 1Y | +9.8% | +30.9% | -21.0% | +3.0% |
| 3Y | +87.4% | +28.2% | +59.2% | +74.2% |
| 5Y | +180.5% | +45.0% | +135.5% | +150.9% |
| 10Y | +398.1% | +127.3% | +270.8% | +293.4% |
| All | +381.1% | +211.0% | +170.2% | +259.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling