+607.5%
COR vs USFR
+27.5%
+580.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | +2.8% | +0.1% | +2.7% | +2.8% |
| 30D | +4.5% | +0.3% | +4.2% | +4.5% |
| 3M | +22.7% | +1.0% | +21.7% | +22.4% |
| 6M | -9.7% | +1.9% | -11.7% | -10.1% |
| YTD | -1.4% | +2.6% | -4.0% | -2.0% |
| 1Y | +13.9% | +4.0% | +9.9% | +12.9% |
| 3Y | +94.0% | +14.1% | +79.9% | +88.8% |
| 5Y | +184.0% | +20.4% | +163.6% | +174.0% |
| 10Y | +406.8% | +28.0% | +378.8% | +383.5% |
| All | +607.5% | +27.5% | +580.0% | +579.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling