-9.7%
COR vs RUN
-23.4%
+13.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.4% | -1.9% |
| 7D | +2.8% | +1.3% | +1.5% | +2.8% |
| 30D | +4.5% | -15.3% | +19.8% | +4.2% |
| 3M | +22.7% | -40.0% | +62.7% | +24.1% |
| 6M | -9.7% | -27.0% | +17.2% | -11.2% |
| All | -9.7% | -23.4% | +13.6% | -11.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling