+17,914.9%
COR vs RF
+439.1%
+17,475.8%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.1% | -1.9% | -3.7% |
| 7D | +2.8% | -1.6% | +4.4% | +3.0% |
| 30D | +7.4% | +5.0% | +2.3% | +6.6% |
| 3M | +7.3% | -10.0% | +17.3% | +8.9% |
| 6M | +11.5% | +3.3% | +8.2% | +10.9% |
| YTD | +1.2% | +7.9% | -6.8% | -0.2% |
| 1Y | -3.3% | +21.2% | -24.6% | -6.3% |
| 3Y | +78.5% | +105.8% | -27.3% | +57.6% |
| 5Y | +183.0% | +43.7% | +139.2% | +159.7% |
| 10Y | +545.4% | +289.4% | +255.9% | +398.5% |
| All | +17,914.9% | +439.1% | +17,475.8% | +9,894.7% |
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