+3.5%
COR vs ROIV
+97.8%
-94.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +6.1% | -2.1% | +4.1% |
| 7D | +9.1% | +3.0% | +6.1% | +9.2% |
| 30D | +12.4% | +6.8% | +5.6% | +12.6% |
| 3M | +15.8% | +10.5% | +5.3% | +16.2% |
| 6M | +17.1% | +34.8% | -17.7% | +16.6% |
| YTD | +5.4% | +76.2% | -70.7% | +2.7% |
| 1Y | +3.5% | +92.4% | -88.9% | -0.6% |
| All | +3.5% | +97.8% | -94.3% | -0.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 1y: compounded portfolio wealth divided by compounded ROIV 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…
1y analysis · Full analysis span regression · 6 months rolling