+0.4%
DOW vs COR
+453.4%
-453.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +1.9% |
| 7D | +3.7% | +2.9% | +0.8% | +2.6% |
| 30D | +16.3% | +5.8% | +10.4% | +13.7% |
| 3M | +9.7% | +11.4% | -1.7% | +5.0% |
| 6M | -14.1% | +34.5% | -48.6% | -23.6% |
| YTD | +46.6% | +4.1% | +42.5% | +41.3% |
| 1Y | +56.8% | -3.1% | +60.0% | +55.7% |
| 3Y | -20.4% | +80.9% | -101.2% | -43.4% |
| 5Y | -27.4% | +195.1% | -222.6% | -62.0% |
| All | +0.4% | +453.4% | -453.0% | -60.6% |
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