+242.9%
EW vs COR
+487.9%
-245.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.5% | -0.9% |
| 7D | +9.3% | +2.4% | +6.9% | +8.4% |
| 30D | +22.1% | +7.7% | +14.4% | +19.3% |
| 3M | +13.0% | +7.5% | +5.5% | +10.3% |
| 6M | +30.1% | +34.1% | -4.1% | +18.4% |
| YTD | +22.0% | +3.9% | +18.1% | +19.0% |
| 1Y | +23.7% | -3.6% | +27.3% | +23.6% |
| 3Y | +62.0% | +80.5% | -18.5% | +29.0% |
| 5Y | -12.4% | +194.9% | -207.3% | -42.1% |
| All | +242.9% | +487.9% | -245.1% | +77.4% |
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