+398.1%
COR vs Z
-7.0%
+405.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -6.4% | +4.6% | -1.6% |
| 7D | -1.9% | -3.3% | +1.4% | -1.7% |
| 30D | +1.5% | -3.7% | +5.2% | +1.7% |
| 3M | +18.7% | -7.0% | +25.7% | +18.9% |
| 6M | -9.0% | -29.5% | +20.5% | -7.7% |
| YTD | -3.3% | -52.6% | +49.3% | +0.1% |
| 1Y | +9.8% | -64.0% | +73.8% | +15.3% |
| 3Y | +87.4% | -36.4% | +123.8% | +87.0% |
| 5Y | +180.5% | -65.8% | +246.3% | +187.6% |
| 10Y | +398.1% | -5.8% | +404.0% | +294.0% |
| All | +398.1% | -7.0% | +405.1% | +294.0% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 10y: compounded portfolio wealth divided by compounded Z 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…
10y analysis · Full analysis span regression · 6 months rolling