+228.3%
COR vs S
-49.1%
+277.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.2% | +0.8% |
| 7D | +2.4% | +1.4% | +1.0% | +2.4% |
| 30D | +7.7% | -10.8% | +18.5% | +7.5% |
| 3M | +7.5% | +5.4% | +2.1% | +7.7% |
| 6M | +34.1% | +41.2% | -7.1% | +35.3% |
| YTD | +3.9% | +56.2% | -52.3% | +5.1% |
| 1Y | -3.6% | +36.3% | -39.9% | -2.7% |
| 3Y | +80.5% | +49.4% | +31.1% | +83.1% |
| 5Y | +194.9% | -66.9% | +261.7% | +198.8% |
| All | +228.3% | -49.1% | +277.4% | +241.8% |
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