+181.4%
COR vs ROL
+13.1%
+168.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.1% | +0.3% | -1.3% |
| 7D | +0.8% | +9.5% | -8.7% | -1.3% |
| 30D | +5.1% | +22.9% | -17.8% | 0.0% |
| 3M | +2.8% | +3.5% | -0.7% | +1.8% |
| 6M | +32.5% | -29.4% | +61.9% | +43.3% |
| YTD | -0.7% | -36.1% | +35.4% | +9.9% |
| 1Y | -6.7% | -34.4% | +27.7% | +2.5% |
| 3Y | +73.7% | +4.0% | +69.7% | +72.5% |
| All | +181.4% | +13.1% | +168.3% | +177.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling