+7,328.4%
EW vs COR
+13,831.1%
-6,502.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.8% | +3.1% | +1.8% |
| 7D | +11.0% | +0.8% | +10.2% | +10.7% |
| 30D | +19.1% | +5.1% | +13.9% | +17.4% |
| 3M | +14.4% | +2.8% | +11.5% | +13.3% |
| 6M | +22.8% | +32.5% | -9.8% | +13.5% |
| YTD | +19.8% | -0.7% | +20.5% | +18.6% |
| 1Y | +23.9% | -6.7% | +30.6% | +24.6% |
| 3Y | +52.2% | +73.7% | -21.5% | +28.0% |
| 5Y | -13.9% | +177.9% | -191.8% | -36.8% |
| 10Y | +241.9% | +533.8% | -291.9% | +95.8% |
| All | +7,328.4% | +13,831.1% | -6,502.7% | +2,691.0% |
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