+87.4%
COR vs USFR
+14.0%
+73.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -2.0% |
| 7D | -1.9% | +0.1% | -2.0% | -2.1% |
| 30D | +1.5% | +0.3% | +1.2% | +0.4% |
| 3M | +18.7% | +1.0% | +17.7% | +14.8% |
| 6M | -9.0% | +1.9% | -11.0% | -14.3% |
| YTD | -3.3% | +2.7% | -5.9% | -10.5% |
| 1Y | +9.8% | +4.0% | +5.8% | -1.3% |
| 3Y | +87.4% | +14.0% | +73.3% | +45.7% |
| All | +87.4% | +14.0% | +73.3% | +45.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling