+3.5%
COR vs ROL
-34.1%
+37.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.8% | +1.2% | +3.2% |
| 7D | +9.1% | +14.6% | -5.4% | +5.4% |
| 30D | +12.4% | +29.3% | -16.9% | +5.2% |
| 3M | +15.8% | +2.0% | +13.8% | +14.9% |
| 6M | +17.1% | -28.5% | +45.6% | +27.8% |
| YTD | +5.4% | -35.3% | +40.8% | +19.9% |
| 1Y | +3.5% | -34.7% | +38.2% | +17.5% |
| All | +3.5% | -34.1% | +37.7% | +17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 1y: compounded portfolio wealth divided by compounded ROL 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…
1y analysis · Full analysis span regression · 6 months rolling