+121.7%
EW vs COR
+397.4%
-275.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.9% | -1.6% | -3.0% |
| 7D | -4.4% | -1.9% | -2.5% | -3.9% |
| 30D | -3.3% | +1.5% | -4.9% | -3.8% |
| 3M | +1.0% | +18.7% | -17.7% | -4.0% |
| 6M | +6.2% | -9.0% | +15.3% | +8.3% |
| YTD | +1.7% | -3.3% | +5.0% | +1.6% |
| 1Y | +8.1% | +9.8% | -1.7% | +3.6% |
| 3Y | +17.1% | +87.4% | -70.3% | -6.2% |
| 5Y | -29.4% | +180.5% | -209.9% | -50.8% |
| 10Y | +121.7% | +398.1% | -276.4% | +36.6% |
| All | +121.7% | +397.4% | -275.7% | +36.6% |
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