+492.2%
COR vs RUN
+68.6%
+423.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.3% | +1.7% | +2.9% |
| 7D | +7.8% | -13.5% | +21.4% | +8.2% |
| 30D | +7.0% | +18.3% | -11.3% | +6.5% |
| 3M | +16.3% | -12.5% | +28.7% | +16.4% |
| 6M | +41.3% | -40.3% | +81.6% | +42.6% |
| YTD | +7.1% | -53.1% | +60.2% | +8.2% |
| 1Y | -0.8% | -54.3% | +53.4% | +0.2% |
| 3Y | +85.0% | -6.5% | +91.5% | +72.3% |
| 5Y | +203.9% | -85.3% | +289.1% | +210.0% |
| All | +492.2% | +68.6% | +423.6% | +319.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 10y: compounded portfolio wealth divided by compounded RUN 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…
10y analysis · Full analysis span regression · 6 months rolling