+49.5%
EQT vs COR
+405.5%
-355.9%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.9% |
| 7D | -1.2% | -4.8% | +3.7% | +0.6% |
| 30D | +1.1% | -3.7% | +4.8% | +2.3% |
| 3M | +4.8% | +14.3% | -9.5% | -0.6% |
| 6M | -10.6% | -8.5% | -2.1% | -8.7% |
| YTD | +3.4% | -4.4% | +7.8% | +3.3% |
| 1Y | +8.7% | +9.1% | -0.5% | +2.7% |
| 3Y | +35.0% | +85.2% | -50.2% | +1.2% |
| 5Y | +204.2% | +180.7% | +23.6% | +91.5% |
| All | +49.5% | +405.5% | -355.9% | -23.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling