-10.2%
DOW vs COR
+408.4%
-418.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +1.1% |
| 7D | -2.4% | -4.8% | +2.5% | -0.6% |
| 30D | -4.1% | -3.7% | -0.4% | -2.9% |
| 3M | -12.4% | +14.3% | -26.8% | -16.9% |
| 6M | -10.6% | -8.5% | -2.1% | -8.5% |
| YTD | +31.1% | -4.4% | +35.5% | +30.7% |
| 1Y | +30.5% | +9.1% | +21.4% | +22.2% |
| 3Y | -34.4% | +85.2% | -119.6% | -54.6% |
| 5Y | -35.5% | +180.7% | -216.2% | -65.7% |
| All | -10.2% | +408.4% | -418.6% | -63.5% |
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