+475.2%
COR vs ROL
+213.5%
+261.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.3% | +0.3% |
| 7D | +2.9% | -1.7% | +4.5% | +3.4% |
| 30D | +5.8% | +18.5% | -12.7% | +0.2% |
| 3M | +11.4% | +4.3% | +7.1% | +9.6% |
| 6M | +34.5% | -27.7% | +62.2% | +48.2% |
| YTD | +4.1% | -35.8% | +39.8% | +18.9% |
| 1Y | -3.1% | -34.1% | +31.0% | +9.7% |
| 3Y | +80.9% | +2.9% | +77.9% | +74.9% |
| 5Y | +195.1% | +12.7% | +182.4% | +170.0% |
| All | +475.2% | +213.5% | +261.6% | +306.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling