+225.5%
COR vs S
-48.9%
+274.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +8.0% | -4.4% | +3.8% |
| 7D | +2.3% | +1.6% | +0.8% | +2.4% |
| 30D | +6.8% | -10.5% | +17.2% | +6.6% |
| 3M | +8.1% | +9.9% | -1.8% | +8.4% |
| 6M | +33.0% | +41.8% | -8.8% | +34.1% |
| YTD | +3.0% | +56.8% | -53.8% | +4.2% |
| 1Y | -3.4% | +39.0% | -42.4% | -2.5% |
| 3Y | +80.1% | +53.8% | +26.3% | +82.8% |
| 5Y | +194.7% | -68.6% | +263.3% | +198.2% |
| All | +225.5% | -48.9% | +274.4% | +238.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling