+486.6%
COR vs RF
+248.4%
+238.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.6% | +1.0% |
| 7D | +2.4% | +0.3% | +2.1% | +2.4% |
| 30D | +7.7% | +6.2% | +1.5% | +6.3% |
| 3M | +7.5% | -7.8% | +15.4% | +9.4% |
| 6M | +34.1% | +5.9% | +28.2% | +32.3% |
| YTD | +3.9% | +9.0% | -5.2% | +1.4% |
| 1Y | -3.6% | +19.3% | -22.9% | -7.9% |
| 3Y | +80.5% | +116.4% | -35.9% | +44.7% |
| 5Y | +194.9% | +46.0% | +148.8% | +155.2% |
| 10Y | +486.6% | +239.8% | +246.8% | +274.8% |
| All | +486.6% | +248.4% | +238.2% | +274.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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