+211.6%
COR vs S
-56.8%
+268.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.4% | -2.3% | -1.9% |
| 7D | +2.8% | -7.7% | +10.5% | +2.6% |
| 30D | +4.5% | -5.3% | +9.9% | +4.5% |
| 3M | +22.7% | +20.3% | +2.4% | +23.2% |
| 6M | -9.7% | +47.4% | -57.1% | -8.9% |
| YTD | -1.4% | +32.5% | -34.0% | -0.6% |
| 1Y | +13.9% | +9.5% | +4.4% | +14.5% |
| 3Y | +94.0% | +15.5% | +78.4% | +95.9% |
| 5Y | +184.0% | -71.2% | +255.2% | +187.4% |
| All | +211.6% | -56.8% | +268.4% | +223.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling