+17,451.9%
COR vs RF
+477.2%
+16,974.6%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.8% | -1.8% |
| 7D | +2.8% | +1.3% | +1.5% | +2.6% |
| 30D | +4.5% | -3.6% | +8.1% | +5.1% |
| 3M | +22.7% | +8.1% | +14.6% | +21.2% |
| 6M | -9.7% | +11.5% | -21.2% | -11.3% |
| YTD | -1.4% | +15.6% | -17.0% | -3.7% |
| 1Y | +13.9% | +15.7% | -1.7% | +11.1% |
| 3Y | +94.0% | +86.9% | +7.1% | +73.5% |
| 5Y | +184.0% | +89.8% | +94.2% | +150.1% |
| 10Y | +406.8% | +344.7% | +62.1% | +284.5% |
| All | +17,451.9% | +477.2% | +16,974.6% | +9,543.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling