+197.7%
EXC vs COR
+505.6%
-308.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.1% | -0.5% |
| 7D | +0.1% | +2.4% | -2.3% | -0.8% |
| 30D | +9.0% | +7.7% | +1.4% | +6.3% |
| 3M | +3.3% | +7.5% | -4.2% | +0.5% |
| 6M | +5.7% | +34.1% | -28.5% | -4.5% |
| YTD | +7.3% | +3.9% | +3.5% | +4.3% |
| 1Y | +2.9% | -3.6% | +6.6% | +2.6% |
| 3Y | +29.3% | +80.5% | -51.2% | +2.3% |
| 5Y | +40.1% | +194.9% | -154.8% | -7.5% |
| 10Y | +197.7% | +486.6% | -289.0% | +63.7% |
| All | +197.7% | +505.6% | -308.0% | +63.7% |
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