+17,451.9%
COR vs ROP
+7,485.8%
+9,966.1%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.6% | +1.7% | -1.0% |
| 7D | +2.8% | -4.4% | +7.2% | +3.9% |
| 30D | +4.5% | +3.2% | +1.3% | +3.6% |
| 3M | +22.7% | +23.1% | -0.4% | +16.2% |
| 6M | -9.7% | +13.3% | -23.0% | -12.8% |
| YTD | -1.4% | -7.9% | +6.4% | -0.2% |
| 1Y | +13.9% | -22.1% | +36.0% | +20.2% |
| 3Y | +94.0% | -16.8% | +110.8% | +99.5% |
| 5Y | +184.0% | -13.5% | +197.5% | +186.9% |
| 10Y | +406.8% | +137.7% | +269.1% | +300.6% |
| All | +17,451.9% | +7,485.8% | +9,966.1% | +7,013.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling