+319.1%
DELL vs COR
+12.8%
+306.2%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.9% | +3.4% | +1.0% |
| 7D | +14.9% | +2.8% | +12.1% | +15.8% |
| 30D | +13.3% | +4.5% | +8.7% | +14.8% |
| 3M | +24.4% | +22.7% | +1.7% | +28.8% |
| 6M | +258.0% | -9.7% | +267.7% | +265.0% |
| YTD | +320.2% | -1.4% | +321.6% | +337.1% |
| 1Y | +319.1% | +13.9% | +305.1% | +338.2% |
| All | +319.1% | +12.8% | +306.2% | +338.2% |
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