+2,662.4%
DELL vs COR
+485.1%
+2,177.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +2.8% | -9.9% | -7.8% |
| 7D | +4.9% | +7.6% | -2.8% | +3.2% |
| 30D | -32.1% | +6.8% | -38.9% | -33.1% |
| 3M | -30.2% | +16.0% | -46.3% | -32.7% |
| 6M | +41.7% | +41.0% | +0.7% | +29.0% |
| YTD | +176.6% | +6.9% | +169.6% | +167.9% |
| 1Y | +159.9% | -1.0% | +160.9% | +157.3% |
| 3Y | +388.0% | +84.6% | +303.3% | +283.3% |
| 5Y | +578.2% | +203.3% | +374.9% | +343.0% |
| All | +2,662.4% | +485.1% | +2,177.3% | +1,396.5% |
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