+149.7%
EXC vs COR
+407.0%
-257.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.8% | -0.5% |
| 7D | +0.3% | +2.8% | -2.5% | -0.5% |
| 30D | -3.7% | +4.5% | -8.3% | -5.2% |
| 3M | -1.3% | +22.7% | -24.0% | -7.4% |
| 6M | -9.7% | -9.7% | 0.0% | -7.7% |
| YTD | +2.9% | -1.4% | +4.3% | +2.0% |
| 1Y | +4.4% | +13.9% | -9.5% | -1.5% |
| 3Y | +22.2% | +94.0% | -71.7% | -3.4% |
| 5Y | +46.7% | +184.0% | -137.3% | +2.3% |
| All | +149.7% | +407.0% | -257.3% | +66.5% |
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