-3.1%
COR vs ROL
-34.6%
+31.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.3% | +0.3% |
| 7D | +2.9% | -1.7% | +4.5% | +3.3% |
| 30D | +5.8% | +18.5% | -12.7% | +1.2% |
| 3M | +11.4% | +4.3% | +7.1% | +9.9% |
| 6M | +34.5% | -27.7% | +62.2% | +46.6% |
| YTD | +4.1% | -35.8% | +39.8% | +18.4% |
| 1Y | -3.1% | -34.1% | +31.0% | +9.5% |
| All | -3.1% | -34.6% | +31.5% | +9.5% |
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