+407.4%
COR vs RUN
+43.6%
+363.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.6% | +4.1% | -0.3% |
| 7D | -3.9% | -1.8% | -2.1% | -3.8% |
| 30D | -0.3% | -10.8% | +10.5% | -0.1% |
| 3M | +15.9% | -30.2% | +46.0% | +16.7% |
| 6M | -10.3% | -22.3% | +12.1% | -10.0% |
| YTD | -3.7% | -52.2% | +48.5% | -2.7% |
| 1Y | +9.1% | -45.1% | +54.2% | +9.5% |
| 3Y | +86.6% | -37.1% | +123.7% | +78.1% |
| 5Y | +180.9% | -80.3% | +261.2% | +178.5% |
| 10Y | +407.4% | +45.2% | +362.2% | +290.3% |
| All | +407.4% | +43.6% | +363.9% | +290.3% |
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