+3,047.2%
DELL vs COR
+441.5%
+2,605.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +3.0% | -10.1% | -7.8% |
| 7D | +4.9% | +7.8% | -3.0% | +3.2% |
| 30D | -32.1% | +7.0% | -39.1% | -33.1% |
| 3M | -30.2% | +16.3% | -46.5% | -32.6% |
| 6M | +41.7% | +41.3% | +0.4% | +29.7% |
| YTD | +176.6% | +7.1% | +169.4% | +168.3% |
| 1Y | +159.9% | -0.8% | +160.8% | +157.3% |
| 3Y | +388.0% | +85.0% | +303.0% | +290.0% |
| 5Y | +578.2% | +203.9% | +374.3% | +357.8% |
| 10Y | +2,653.4% | +510.3% | +2,143.1% | +1,451.3% |
| All | +3,047.2% | +441.5% | +2,605.7% | +1,762.3% |
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 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