+180.5%
COR vs RUN
-80.3%
+260.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.7% | -5.6% | -1.8% |
| 7D | -1.9% | +10.2% | -12.1% | -1.8% |
| 30D | +1.5% | -9.6% | +11.1% | +1.4% |
| 3M | +18.7% | -31.5% | +50.2% | +18.3% |
| 6M | -9.0% | -18.7% | +9.7% | -9.1% |
| YTD | -3.3% | -49.9% | +46.6% | -3.8% |
| 1Y | +9.8% | -45.5% | +55.3% | +9.4% |
| 3Y | +87.4% | -34.1% | +121.5% | +87.0% |
| 5Y | +180.5% | -79.4% | +259.9% | +179.1% |
| All | +180.5% | -80.3% | +260.8% | +179.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling