-10.8%
DOW vs COR
+424.2%
-435.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.9% | -1.2% | -2.3% |
| 7D | -2.4% | +2.8% | -5.2% | -3.4% |
| 30D | +0.4% | +4.5% | -4.2% | -1.3% |
| 3M | -14.4% | +22.7% | -37.1% | -20.9% |
| 6M | -7.0% | -9.7% | +2.8% | -4.2% |
| YTD | +30.2% | -1.4% | +31.6% | +28.4% |
| 1Y | +29.2% | +13.9% | +15.3% | +18.9% |
| 3Y | -36.7% | +94.0% | -130.7% | -57.1% |
| 5Y | -37.7% | +184.0% | -221.7% | -66.9% |
| All | -10.8% | +424.2% | -435.0% | -64.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling