+407.4%
COR vs ROL
+205.3%
+202.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | -0.1% |
| 7D | -3.9% | -3.3% | -0.6% | -2.9% |
| 30D | -0.3% | -7.2% | +6.9% | +2.1% |
| 3M | +15.9% | -27.0% | +42.8% | +27.6% |
| 6M | -10.3% | -39.5% | +29.2% | +4.9% |
| YTD | -3.7% | -41.8% | +38.1% | +13.7% |
| 1Y | +9.1% | -38.9% | +47.9% | +26.5% |
| 3Y | +86.6% | -0.4% | +87.0% | +81.9% |
| 5Y | +180.9% | -4.2% | +185.1% | +171.4% |
| 10Y | +407.4% | +208.2% | +199.2% | +236.2% |
| All | +407.4% | +205.3% | +202.1% | +236.2% |
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