+2,398.6%
COR vs XHB
+170.3%
+2,228.3%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | +0.3% |
| 7D | +2.9% | -2.4% | +5.3% | +3.5% |
| 30D | +5.8% | +7.1% | -1.2% | +3.9% |
| 3M | +11.4% | -6.0% | +17.4% | +13.1% |
| 6M | +34.5% | +2.1% | +32.4% | +33.0% |
| YTD | +4.1% | -0.6% | +4.7% | +2.9% |
| 1Y | -3.1% | -3.3% | +0.2% | -3.6% |
| 3Y | +80.9% | +34.1% | +46.8% | +59.1% |
| 5Y | +195.1% | +28.6% | +166.5% | +156.9% |
| 10Y | +492.7% | +235.0% | +257.7% | +278.7% |
| All | +2,398.6% | +170.3% | +2,228.3% | +1,302.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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