+206.1%
COR vs XRT
-4.8%
+210.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.4% | +2.5% | +2.9% |
| 7D | +7.8% | +1.7% | +6.1% | +7.7% |
| 30D | +7.0% | +7.5% | -0.5% | +6.3% |
| 3M | +16.3% | +2.2% | +14.1% | +16.0% |
| 6M | +41.3% | +14.7% | +26.6% | +39.5% |
| YTD | +7.1% | +7.5% | -0.4% | +6.3% |
| 1Y | -0.8% | +14.1% | -14.9% | -2.2% |
| 3Y | +85.0% | +58.8% | +26.2% | +73.1% |
| All | +206.1% | -4.8% | +210.9% | +223.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 5y: compounded portfolio wealth divided by compounded XRT 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…
5y analysis · Full analysis span regression · 6 months rolling