+405.7%
COR vs RF
+343.3%
+62.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.8% | -1.8% |
| 7D | +2.8% | +1.3% | +1.5% | +2.5% |
| 30D | +4.5% | -3.6% | +8.1% | +5.4% |
| 3M | +22.7% | +8.1% | +14.6% | +20.4% |
| 6M | -9.7% | +11.5% | -21.2% | -12.1% |
| YTD | -1.4% | +15.6% | -17.0% | -5.1% |
| 1Y | +13.9% | +15.7% | -1.7% | +9.5% |
| 3Y | +94.0% | +86.9% | +7.1% | +60.7% |
| 5Y | +184.0% | +89.8% | +94.2% | +126.4% |
| All | +405.7% | +343.3% | +62.3% | +149.8% |
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