+493.6%
COR vs USFR
+28.5%
+465.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | -1.2% | +0.1% | -1.2% | -1.2% |
| 30D | +7.6% | +0.4% | +7.3% | +7.4% |
| 3M | +5.0% | +1.1% | +3.9% | +4.2% |
| 6M | +35.3% | +2.1% | +33.2% | +33.4% |
| YTD | +4.2% | +3.4% | +0.8% | +1.8% |
| 1Y | -3.4% | +4.1% | -7.5% | -6.0% |
| 3Y | +81.1% | +14.4% | +66.7% | +67.2% |
| 5Y | +195.8% | +21.4% | +174.4% | +165.8% |
| 10Y | +493.6% | +28.5% | +465.1% | +402.5% |
| All | +493.6% | +28.5% | +465.1% | +402.5% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 10y: compounded portfolio wealth divided by compounded USFR 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…
10y analysis · Full analysis span regression · 6 months rolling