+214.0%
COR vs S
-52.7%
+266.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.6% | -3.4% | -1.8% |
| 7D | +0.8% | -13.4% | +14.3% | +0.5% |
| 30D | +5.1% | -14.0% | +19.1% | +4.9% |
| 3M | +2.8% | +4.9% | -2.0% | +3.0% |
| 6M | +32.5% | +42.0% | -9.5% | +33.7% |
| YTD | -0.7% | +45.1% | -45.8% | +0.4% |
| 1Y | -6.7% | +33.1% | -39.8% | -5.8% |
| 3Y | +73.7% | +40.6% | +33.1% | +76.0% |
| 5Y | +177.9% | -67.5% | +245.3% | +181.7% |
| All | +214.0% | -52.7% | +266.7% | +226.5% |
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