+291.7%
COR vs ROIV
+298.6%
-6.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.3% | +0.3% |
| 7D | -1.2% | +9.5% | -10.6% | -1.4% |
| 30D | +7.6% | +21.0% | -13.4% | +7.2% |
| 3M | +5.0% | +18.7% | -13.7% | +4.5% |
| 6M | +35.3% | +44.5% | -9.2% | +33.8% |
| YTD | +4.2% | +92.9% | -88.6% | +2.0% |
| 1Y | -3.4% | +100.2% | -103.7% | -5.6% |
| 3Y | +81.1% | +375.0% | -293.9% | +72.4% |
| 5Y | +195.8% | +435.2% | -239.3% | +171.9% |
| All | +291.7% | +298.6% | -6.9% | +251.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling