+73.7%
COR vs S
+34.5%
+39.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.6% | -3.4% | -1.7% |
| 7D | +0.8% | -13.4% | +14.3% | +0.3% |
| 30D | +5.1% | -14.0% | +19.1% | +4.6% |
| 3M | +2.8% | +4.9% | -2.0% | +3.3% |
| 6M | +32.5% | +42.0% | -9.5% | +34.9% |
| YTD | -0.7% | +45.1% | -45.8% | +1.6% |
| 1Y | -6.7% | +33.1% | -39.8% | -4.9% |
| 3Y | +73.7% | +40.6% | +33.1% | +95.6% |
| All | +73.7% | +34.5% | +39.3% | +95.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling