+96.3%
COR vs ROIV
+200.3%
-104.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.5% | -3.4% | -1.9% |
| 7D | +2.8% | +0.6% | +2.1% | +2.8% |
| 30D | +4.5% | +1.0% | +3.6% | +4.5% |
| 3M | +22.7% | +18.3% | +4.4% | +22.2% |
| 6M | -9.7% | +18.3% | -28.1% | -10.1% |
| YTD | -1.4% | +61.0% | -62.4% | -2.7% |
| 1Y | +13.9% | +177.9% | -164.0% | +11.5% |
| All | +96.3% | +200.3% | -104.0% | +91.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling