+319.5%
COR vs TRU
+238.0%
+81.5%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -5.9% | +4.1% | -1.0% |
| 7D | +2.8% | -6.8% | +9.5% | +3.8% |
| 30D | +4.5% | 0.0% | +4.5% | +4.4% |
| 3M | +22.7% | +13.3% | +9.4% | +20.1% |
| 6M | -9.7% | +3.4% | -13.2% | -10.7% |
| YTD | -1.4% | -6.4% | +5.0% | -1.4% |
| 1Y | +13.9% | -9.7% | +23.6% | +14.4% |
| 3Y | +94.0% | +0.1% | +93.8% | +84.3% |
| 5Y | +184.0% | -34.0% | +218.1% | +197.0% |
| 10Y | +406.8% | +147.9% | +258.9% | +292.3% |
| All | +319.5% | +238.0% | +81.5% | +207.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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