+320.9%
COR vs RUN
-31.9%
+352.8%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.4% | -1.8% |
| 7D | +2.8% | +1.3% | +1.5% | +2.7% |
| 30D | +4.5% | -15.3% | +19.8% | +4.9% |
| 3M | +22.7% | -40.0% | +62.7% | +23.9% |
| 6M | -9.7% | -27.0% | +17.2% | -9.3% |
| YTD | -1.4% | -51.7% | +50.3% | -0.4% |
| 1Y | +13.9% | -45.9% | +59.8% | +14.4% |
| 3Y | +94.0% | -43.8% | +137.7% | +87.0% |
| 5Y | +184.0% | -80.5% | +264.5% | +181.2% |
| 10Y | +406.8% | +45.3% | +361.5% | +317.7% |
| All | +320.9% | -31.9% | +352.8% | +251.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling