+520.9%
COR vs RF
+279.4%
+241.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.7% |
| 7D | +0.8% | -0.9% | +1.7% | +1.1% |
| 30D | +5.1% | +6.0% | -0.9% | +3.8% |
| 3M | +2.8% | -8.9% | +11.7% | +5.0% |
| 6M | +32.5% | +2.3% | +30.2% | +31.6% |
| YTD | -0.7% | +7.6% | -8.2% | -2.8% |
| 1Y | -6.7% | +21.2% | -27.9% | -11.3% |
| 3Y | +73.7% | +108.5% | -34.8% | +39.7% |
| 5Y | +177.9% | +43.2% | +134.6% | +140.6% |
| All | +520.9% | +279.4% | +241.5% | +222.8% |
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