+280.2%
COR vs ROIV
+248.8%
+31.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.2% | +0.2% | -3.9% |
| 7D | +2.8% | -2.4% | +5.2% | +2.8% |
| 30D | +7.4% | +3.1% | +4.3% | +7.3% |
| 3M | +7.3% | +5.8% | +1.4% | +7.1% |
| 6M | +11.5% | +29.3% | -17.8% | +10.5% |
| YTD | +1.2% | +68.8% | -67.6% | -0.6% |
| 1Y | -3.3% | +81.0% | -84.3% | -5.3% |
| 3Y | +78.5% | +294.6% | -216.2% | +70.6% |
| 5Y | +183.0% | +373.1% | -190.2% | +160.6% |
| All | +280.2% | +248.8% | +31.5% | +242.3% |
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