+512.3%
COR vs ROL
+222.1%
+290.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.1% | +1.6% | +3.0% |
| 7D | +2.3% | +7.5% | -5.2% | 0.0% |
| 30D | +6.8% | +21.1% | -14.4% | +0.4% |
| 3M | +8.1% | +3.1% | +5.0% | +6.8% |
| 6M | +33.0% | -27.4% | +60.4% | +46.4% |
| YTD | +3.0% | -34.7% | +37.7% | +17.0% |
| 1Y | -3.4% | -32.9% | +29.5% | +8.7% |
| 3Y | +80.1% | +6.1% | +74.0% | +72.5% |
| 5Y | +194.7% | +16.3% | +178.4% | +166.6% |
| 10Y | +512.3% | +214.9% | +297.4% | +341.7% |
| All | +512.3% | +222.1% | +290.2% | +341.7% |
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