+6,438.2%
EW vs COR
+13,722.1%
-7,283.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +2.0% | +0.6% |
| 7D | -0.3% | +2.8% | -3.1% | -1.1% |
| 30D | +1.0% | +4.5% | -3.5% | -0.2% |
| 3M | +2.8% | +22.7% | -19.9% | -2.8% |
| 6M | +5.5% | -9.7% | +15.2% | +7.4% |
| YTD | +5.5% | -1.4% | +6.9% | +4.7% |
| 1Y | +11.0% | +13.9% | -2.9% | +5.8% |
| 3Y | +17.7% | +94.0% | -76.3% | -4.0% |
| 5Y | -25.7% | +184.0% | -209.8% | -45.8% |
| 10Y | +132.8% | +406.8% | -274.0% | +40.3% |
| All | +6,438.2% | +13,722.1% | -7,283.9% | +2,364.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling