+3.5%
COR vs S
+36.5%
-33.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.6% | +2.3% | +4.0% |
| 7D | +9.1% | -8.2% | +17.3% | +8.9% |
| 30D | +12.4% | -7.6% | +20.0% | +12.2% |
| 3M | +15.8% | +12.0% | +3.8% | +16.2% |
| 6M | +17.1% | +50.6% | -33.5% | +18.5% |
| YTD | +5.4% | +56.6% | -51.2% | +7.7% |
| 1Y | +3.5% | +39.2% | -35.7% | +4.9% |
| All | +3.5% | +36.5% | -33.0% | +4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 1y: compounded portfolio wealth divided by compounded S 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…
1y analysis · Full analysis span regression · 6 months rolling