-21.4%
DOW vs COR
+81.1%
-102.5%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.3% | +3.0% | +3.4% |
| 7D | -0.5% | -1.2% | +0.7% | -0.5% |
| 30D | +15.7% | +7.6% | +8.1% | +16.0% |
| 3M | +5.3% | +5.0% | +0.3% | +5.5% |
| 6M | -14.2% | +35.3% | -49.5% | -12.7% |
| YTD | +43.9% | +4.2% | +39.7% | +43.5% |
| 1Y | +53.1% | -3.4% | +56.5% | +51.4% |
| All | -21.4% | +81.1% | -102.5% | -13.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling