-27.5%
DOW vs COR
+203.9%
-231.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.0% | -3.3% | -0.6% |
| 7D | +5.2% | +7.8% | -2.6% | +4.4% |
| 30D | +13.2% | +7.0% | +6.2% | +12.4% |
| 3M | +10.1% | +16.3% | -6.2% | +8.3% |
| 6M | -13.1% | +41.3% | -54.4% | -16.1% |
| YTD | +46.1% | +7.1% | +39.0% | +44.2% |
| 1Y | +50.0% | -0.8% | +50.8% | +49.6% |
| 3Y | -20.2% | +85.0% | -105.2% | -32.3% |
| All | -27.5% | +203.9% | -231.4% | -54.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling