+30.5%
DOW vs COR
+8.7%
+21.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +0.8% |
| 7D | -2.4% | -4.8% | +2.5% | -2.2% |
| 30D | -4.1% | -3.7% | -0.4% | -3.9% |
| 3M | -12.4% | +14.3% | -26.8% | -12.4% |
| 6M | -10.6% | -8.5% | -2.1% | -11.8% |
| YTD | +31.1% | -4.4% | +35.5% | +29.4% |
| 1Y | +30.5% | +9.1% | +21.4% | +22.5% |
| All | +30.5% | +8.7% | +21.8% | +22.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling