+639.2%
COR vs USFR
+28.5%
+610.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | 0.0% | +3.7% | +3.7% |
| 7D | +2.3% | +0.1% | +2.3% | +2.3% |
| 30D | +6.8% | +0.4% | +6.4% | +6.7% |
| 3M | +8.1% | +1.1% | +7.0% | +7.8% |
| 6M | +33.0% | +2.0% | +31.0% | +32.4% |
| YTD | +3.0% | +3.4% | -0.4% | +2.2% |
| 1Y | -3.4% | +4.1% | -7.5% | -4.3% |
| 3Y | +80.1% | +14.3% | +65.8% | +75.2% |
| 5Y | +194.7% | +21.3% | +173.4% | +183.9% |
| 10Y | +512.3% | +28.5% | +483.8% | +483.3% |
| All | +639.2% | +28.5% | +610.7% | +608.8% |
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