+228.9%
COR vs S
-51.5%
+280.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.3% | +6.1% | -0.3% |
| 7D | +2.9% | +4.1% | -1.2% | +2.9% |
| 30D | +5.8% | -7.2% | +13.0% | +5.7% |
| 3M | +11.4% | 0.0% | +11.5% | +11.5% |
| 6M | +34.5% | +41.6% | -7.1% | +35.6% |
| YTD | +4.1% | +48.6% | -44.5% | +5.2% |
| 1Y | -3.1% | +30.0% | -33.2% | -2.3% |
| 3Y | +80.9% | +42.2% | +38.7% | +83.3% |
| 5Y | +195.1% | -70.8% | +265.9% | +198.1% |
| All | +228.9% | -51.5% | +280.5% | +242.1% |
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