+183.8%
EXC vs COR
+534.3%
-350.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.7% | -3.6% | -1.1% |
| 7D | -1.7% | +2.3% | -4.1% | -2.5% |
| 30D | +9.3% | +6.8% | +2.5% | +6.9% |
| 3M | +1.0% | +8.1% | -7.1% | -1.8% |
| 6M | +5.9% | +33.0% | -27.1% | -3.8% |
| YTD | +7.6% | +3.0% | +4.6% | +4.9% |
| 1Y | +2.4% | -3.4% | +5.8% | +1.9% |
| 3Y | +30.2% | +80.1% | -49.9% | +3.5% |
| 5Y | +41.4% | +194.7% | -153.4% | -5.9% |
| 10Y | +183.8% | +512.3% | -328.5% | +65.7% |
| All | +183.8% | +534.3% | -350.6% | +65.7% |
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