+66.3%
CTAS vs COR
+87.4%
-21.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | +0.4% |
| 7D | 0.0% | -1.9% | +1.9% | +0.3% |
| 30D | -1.0% | +1.5% | -2.5% | -1.4% |
| 3M | +15.8% | +18.7% | -2.9% | +11.8% |
| 6M | -1.0% | -9.0% | +8.0% | +0.3% |
| YTD | +7.4% | -3.3% | +10.7% | +7.0% |
| 1Y | -0.1% | +9.8% | -10.0% | -3.9% |
| 3Y | +66.3% | +87.4% | -21.1% | +45.7% |
| All | +66.3% | +87.4% | -21.1% | +45.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 3y: compounded portfolio wealth divided by compounded COR 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…
3y analysis · Full analysis span regression · 6 months rolling