+433.0%
COR vs QSR
+202.3%
+230.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.1% | +3.0% | +3.0% |
| 7D | +7.8% | -2.9% | +10.8% | +8.6% |
| 30D | +7.0% | +4.1% | +2.9% | +6.0% |
| 3M | +16.3% | -0.7% | +16.9% | +16.3% |
| 6M | +41.3% | +0.4% | +40.8% | +40.8% |
| YTD | +7.1% | +13.5% | -6.4% | +3.9% |
| 1Y | -0.8% | +11.0% | -11.8% | -3.3% |
| 3Y | +85.0% | +22.0% | +63.0% | +74.2% |
| 5Y | +203.9% | +57.1% | +146.8% | +166.7% |
| 10Y | +510.3% | +138.3% | +372.0% | +378.9% |
| All | +433.0% | +202.3% | +230.7% | +301.0% |
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