+4,681.2%
DELL vs COR
+398.2%
+4,283.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.9% | +3.4% | +1.9% |
| 7D | +14.9% | +2.8% | +12.1% | +14.2% |
| 30D | +13.3% | +4.5% | +8.7% | +11.8% |
| 3M | +24.4% | +22.7% | +1.7% | +17.7% |
| 6M | +258.0% | -9.7% | +267.7% | +263.6% |
| YTD | +320.2% | -1.4% | +321.6% | +315.6% |
| 1Y | +319.1% | +13.9% | +305.1% | +296.3% |
| 3Y | +706.5% | +94.0% | +612.6% | +527.8% |
| 5Y | +1,071.9% | +184.0% | +887.9% | +702.4% |
| 10Y | +4,683.5% | +406.8% | +4,276.7% | +2,767.9% |
| All | +4,681.2% | +398.2% | +4,283.1% | +2,784.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling