+273.4%
COR vs ROIV
+270.3%
+3.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +6.2% | -8.0% | -1.9% |
| 7D | +0.8% | +5.3% | -4.5% | +0.7% |
| 30D | +5.1% | +11.9% | -6.7% | +4.9% |
| 3M | +2.8% | +10.7% | -7.9% | +2.5% |
| 6M | +32.5% | +34.9% | -2.4% | +31.3% |
| YTD | -0.7% | +79.2% | -79.8% | -2.6% |
| 1Y | -6.7% | +89.0% | -95.7% | -8.7% |
| 3Y | +73.7% | +337.3% | -263.6% | +65.6% |
| 5Y | +177.9% | +402.3% | -224.5% | +155.6% |
| All | +273.4% | +270.3% | +3.1% | +235.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling