+181.4%
COR vs RF
+42.5%
+138.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.8% |
| 7D | +0.8% | -0.9% | +1.7% | +0.9% |
| 30D | +5.1% | +6.0% | -0.9% | +4.7% |
| 3M | +2.8% | -8.9% | +11.7% | +3.5% |
| 6M | +32.5% | +2.3% | +30.2% | +32.3% |
| YTD | -0.7% | +7.6% | -8.2% | -1.3% |
| 1Y | -6.7% | +21.2% | -27.9% | -8.1% |
| 3Y | +73.7% | +108.5% | -34.8% | +59.3% |
| All | +181.4% | +42.5% | +138.8% | +177.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling