+65.9%
EW vs COR
+86.2%
-20.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.0% | -1.7% | +0.8% |
| 7D | +4.9% | +7.8% | -2.9% | +3.8% |
| 30D | +23.9% | +7.0% | +16.9% | +22.7% |
| 3M | +15.8% | +16.3% | -0.5% | +13.3% |
| 6M | +31.7% | +41.3% | -9.6% | +25.7% |
| YTD | +25.7% | +7.1% | +18.6% | +24.5% |
| 1Y | +24.4% | -0.8% | +25.3% | +24.6% |
| 3Y | +65.9% | +85.0% | -19.1% | +59.2% |
| All | +65.9% | +86.2% | -20.3% | +59.2% |
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 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