+143.3%
DELL vs COR
+5.5%
+137.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +4.0% | -12.8% | -7.3% |
| 7D | -24.6% | +9.1% | -33.7% | -22.0% |
| 30D | -32.5% | +12.4% | -44.9% | -29.5% |
| 3M | -20.2% | +15.8% | -36.0% | -16.0% |
| 6M | +76.5% | +17.1% | +59.4% | +84.2% |
| YTD | +198.9% | +5.4% | +193.5% | +223.8% |
| 1Y | +143.3% | +3.5% | +139.8% | +161.3% |
| All | +143.3% | +5.5% | +137.9% | +161.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling