-3.1%
COR vs S
+29.4%
-32.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.3% | +6.1% | -0.2% |
| 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% | +35.8% |
| YTD | +4.1% | +48.6% | -44.5% | +6.0% |
| 1Y | -3.1% | +30.0% | -33.2% | -2.4% |
| All | -3.1% | +29.4% | -32.6% | -2.4% |
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