+512.3%
COR vs RF
+277.2%
+235.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.2% | +1.5% | +3.2% |
| 7D | +2.3% | -0.1% | +2.5% | +2.4% |
| 30D | +6.8% | +7.0% | -0.3% | +5.2% |
| 3M | +8.1% | -7.0% | +15.1% | +9.8% |
| 6M | +33.0% | +6.8% | +26.2% | +30.9% |
| YTD | +3.0% | +9.9% | -6.9% | +0.4% |
| 1Y | -3.4% | +21.1% | -24.5% | -8.0% |
| 3Y | +80.1% | +119.6% | -39.5% | +43.6% |
| 5Y | +194.7% | +46.2% | +148.5% | +154.9% |
| 10Y | +512.3% | +261.5% | +250.8% | +264.8% |
| All | +512.3% | +277.2% | +235.1% | +264.8% |
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