+394.2%
COR vs USFR
+28.0%
+366.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.8% | -0.7% |
| 7D | -4.8% | +0.1% | -4.9% | -4.9% |
| 30D | -3.7% | +0.3% | -4.0% | -3.9% |
| 3M | +14.3% | +1.0% | +13.4% | +13.6% |
| 6M | -8.5% | +1.9% | -10.4% | -9.6% |
| YTD | -4.4% | +2.7% | -7.1% | -6.0% |
| 1Y | +9.1% | +4.0% | +5.1% | +6.5% |
| 3Y | +85.2% | +14.1% | +71.1% | +72.4% |
| 5Y | +180.7% | +20.5% | +160.2% | +155.5% |
| All | +394.2% | +28.0% | +366.2% | +327.9% |
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