+355.1%
COR vs TRU
+243.6%
+111.5%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.1% | +2.6% | +2.7% |
| 7D | +7.6% | 0.0% | +7.6% | +7.6% |
| 30D | +6.8% | +21.3% | -14.5% | +3.6% |
| 3M | +16.0% | +0.2% | +15.8% | +15.7% |
| 6M | +41.0% | +22.4% | +18.6% | +36.1% |
| YTD | +6.9% | -4.8% | +11.8% | +6.5% |
| 1Y | -1.0% | -0.2% | -0.8% | -2.2% |
| 3Y | +84.6% | +57.9% | +26.7% | +59.6% |
| 5Y | +203.3% | -26.1% | +229.4% | +207.2% |
| 10Y | +509.1% | +184.8% | +324.3% | +359.1% |
| All | +355.1% | +243.6% | +111.5% | +231.9% |
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