+491.1%
COR vs RF
+223.4%
+267.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.2% | +1.5% | +2.5% |
| 7D | +7.6% | +1.9% | +5.7% | +7.2% |
| 30D | +6.8% | +7.3% | -0.5% | +5.2% |
| 3M | +16.0% | -7.9% | +24.0% | +18.1% |
| 6M | +41.0% | +10.5% | +30.5% | +37.8% |
| YTD | +6.9% | +9.6% | -2.7% | +4.3% |
| 1Y | -1.0% | +20.3% | -21.3% | -5.5% |
| 3Y | +84.6% | +119.5% | -34.9% | +47.5% |
| 5Y | +203.3% | +48.2% | +155.1% | +161.6% |
| All | +491.1% | +223.4% | +267.7% | +292.2% |
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