+344.9%
COR vs RUN
-30.6%
+375.5%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.1% | -3.8% | +0.2% |
| 7D | -1.2% | +3.2% | -4.3% | -1.3% |
| 30D | +7.6% | +19.5% | -11.9% | +7.1% |
| 3M | +5.0% | -9.6% | +14.6% | +5.1% |
| 6M | +35.3% | -37.3% | +72.6% | +36.4% |
| YTD | +4.2% | -50.7% | +54.9% | +5.1% |
| 1Y | -3.4% | -54.1% | +50.6% | -2.5% |
| 3Y | +81.1% | -3.9% | +85.0% | +70.1% |
| 5Y | +195.8% | -84.4% | +280.2% | +198.4% |
| 10Y | +493.6% | +77.5% | +416.1% | +386.6% |
| All | +344.9% | -30.6% | +375.5% | +270.8% |
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