+159.9%
DELL vs COR
-0.3%
+160.2%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +2.8% | -9.9% | -6.3% |
| 7D | +4.9% | +7.6% | -2.8% | +7.2% |
| 30D | -32.1% | +6.8% | -38.9% | -30.4% |
| 3M | -30.2% | +16.0% | -46.3% | -26.6% |
| 6M | +41.7% | +41.0% | +0.7% | +51.3% |
| YTD | +176.6% | +6.9% | +169.6% | +200.1% |
| 1Y | +159.9% | -1.0% | +160.9% | +179.0% |
| All | +159.9% | -0.3% | +160.2% | +179.0% |
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