+87.4%
COR vs ROP
-18.5%
+105.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.9% | +1.0% | -1.5% |
| 7D | -1.9% | -5.4% | +3.5% | -1.1% |
| 30D | +1.5% | -1.6% | +3.2% | +1.7% |
| 3M | +18.7% | +18.8% | -0.1% | +15.7% |
| 6M | -9.0% | +8.2% | -17.2% | -10.4% |
| YTD | -3.3% | -10.5% | +7.2% | -2.3% |
| 1Y | +9.8% | -23.7% | +33.6% | +13.8% |
| 3Y | +87.4% | -17.9% | +105.2% | +92.2% |
| All | +87.4% | -18.5% | +105.9% | +92.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling