+271.2%
EW vs COR
+486.2%
-215.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.0% | -1.7% | +0.4% |
| 7D | +4.9% | +7.8% | -2.9% | +2.5% |
| 30D | +23.9% | +7.0% | +16.9% | +21.3% |
| 3M | +15.8% | +16.3% | -0.5% | +10.4% |
| 6M | +31.7% | +41.3% | -9.6% | +17.9% |
| YTD | +25.7% | +7.1% | +18.6% | +21.4% |
| 1Y | +24.4% | -0.8% | +25.3% | +23.2% |
| 3Y | +65.9% | +85.0% | -19.1% | +30.9% |
| 5Y | -7.6% | +203.9% | -211.5% | -39.7% |
| All | +271.2% | +486.2% | -215.0% | +86.8% |
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