+2,423.7%
COR vs XRT
+514.3%
+1,909.4%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.0% | -2.9% | -2.2% |
| 7D | +2.8% | +0.8% | +2.0% | +2.5% |
| 30D | +4.5% | -4.2% | +8.7% | +6.0% |
| 3M | +22.7% | +5.1% | +17.6% | +20.3% |
| 6M | -9.7% | +2.4% | -12.1% | -10.9% |
| YTD | -1.4% | +3.2% | -4.6% | -3.1% |
| 1Y | +13.9% | +1.5% | +12.4% | +12.2% |
| 3Y | +94.0% | +40.6% | +53.4% | +64.6% |
| 5Y | +184.0% | -1.0% | +185.0% | +167.4% |
| 10Y | +406.8% | +128.4% | +278.3% | +208.5% |
| All | +2,423.7% | +514.3% | +1,909.4% | +876.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling