-35.9%
DOW vs COR
+180.8%
-216.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.9% | +2.3% | +0.7% |
| 7D | -2.9% | -1.9% | -1.0% | -2.7% |
| 30D | +2.0% | +1.5% | +0.4% | +1.8% |
| 3M | -12.5% | +18.7% | -31.2% | -14.3% |
| 6M | -9.2% | -9.0% | -0.2% | -8.4% |
| YTD | +30.8% | -3.3% | +34.1% | +30.5% |
| 1Y | +29.4% | +9.8% | +19.6% | +25.9% |
| 3Y | -34.6% | +87.4% | -121.9% | -47.5% |
| 5Y | -35.9% | +180.5% | -216.5% | -61.4% |
| All | -35.9% | +180.8% | -216.7% | -61.4% |
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