+3,922.7%
DELL vs COR
+405.5%
+3,517.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.7% | -4.6% | -5.2% |
| 7D | -1.9% | -4.8% | +2.9% | -0.9% |
| 30D | +14.9% | -3.7% | +18.6% | +15.6% |
| 3M | +37.2% | +14.3% | +22.9% | +32.0% |
| 6M | +254.0% | -8.5% | +262.5% | +257.5% |
| YTD | +306.1% | -4.4% | +310.6% | +304.4% |
| 1Y | +312.3% | +9.1% | +303.1% | +293.9% |
| 3Y | +654.0% | +85.2% | +568.8% | +494.0% |
| 5Y | +1,055.3% | +180.7% | +874.7% | +691.3% |
| All | +3,922.7% | +405.5% | +3,517.2% | +2,233.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling