+287.1%
COR vs ROIV
+287.3%
-0.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.6% | -0.9% | +3.6% |
| 7D | +2.3% | +13.3% | -11.0% | +2.1% |
| 30D | +6.8% | +14.8% | -8.0% | +6.4% |
| 3M | +8.1% | +11.9% | -3.8% | +7.8% |
| 6M | +33.0% | +42.4% | -9.4% | +31.6% |
| YTD | +3.0% | +87.4% | -84.4% | +0.9% |
| 1Y | -3.4% | +97.2% | -100.6% | -5.5% |
| 3Y | +80.1% | +375.7% | -295.5% | +71.4% |
| 5Y | +194.7% | +379.0% | -184.3% | +172.1% |
| All | +287.1% | +287.3% | -0.3% | +247.5% |
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