+206.1%
COR vs S
-71.1%
+277.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.4% | +3.4% | +2.9% |
| 7D | +7.8% | +2.0% | +5.9% | +7.9% |
| 30D | +7.0% | -2.7% | +9.7% | +7.0% |
| 3M | +16.3% | -6.9% | +23.1% | +16.2% |
| 6M | +41.3% | +38.1% | +3.2% | +42.4% |
| YTD | +7.1% | +48.0% | -40.9% | +8.3% |
| 1Y | -0.8% | +34.5% | -35.3% | +0.1% |
| 3Y | +85.0% | +38.3% | +46.7% | +87.2% |
| All | +206.1% | -71.1% | +277.2% | +221.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling