+63.2%
EFA vs COR
+84.5%
-21.3%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.9% |
| 7D | -2.4% | -4.8% | +2.5% | -2.4% |
| 30D | -2.2% | -3.7% | +1.4% | -2.3% |
| 3M | +5.7% | +14.3% | -8.7% | +5.8% |
| 6M | +8.2% | -8.5% | +16.7% | +8.9% |
| YTD | +11.8% | -4.4% | +16.2% | +12.5% |
| 1Y | +18.3% | +9.1% | +9.2% | +18.6% |
| All | +63.2% | +84.5% | -21.3% | +65.3% |
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