+1,106.2%
DELL vs COR
+180.2%
+926.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.3% |
| 7D | +8.7% | -3.9% | +12.6% | +8.9% |
| 30D | +16.9% | -0.3% | +17.2% | +16.8% |
| 3M | +40.4% | +15.9% | +24.6% | +38.3% |
| 6M | +267.1% | -10.3% | +277.3% | +273.7% |
| YTD | +329.1% | -3.7% | +332.8% | +331.7% |
| 1Y | +346.9% | +9.1% | +337.8% | +336.9% |
| 3Y | +696.6% | +86.6% | +610.1% | +509.0% |
| 5Y | +1,106.2% | +180.9% | +925.3% | +647.8% |
| All | +1,106.2% | +180.2% | +926.0% | +647.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling