-0.8%
COR vs ROP
+6.9%
-7.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.4% | +2.5% | +2.9% |
| 7D | +7.8% | +0.7% | +7.1% | +7.7% |
| 30D | +7.0% | +28.8% | -21.8% | +2.6% |
| 3M | +16.3% | +21.1% | -4.8% | +12.3% |
| 6M | +41.3% | +52.5% | -11.3% | +33.6% |
| YTD | +7.1% | +8.9% | -1.7% | -0.1% |
| 1Y | -0.8% | +8.2% | -9.1% | -7.6% |
| All | -0.8% | +6.9% | -7.7% | -7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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