+5.9%
EXC vs COR
+11.7%
-5.8%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.9% | +2.6% | +1.0% |
| 7D | +1.2% | -1.9% | +3.1% | +1.5% |
| 30D | -2.7% | +1.5% | -4.2% | -3.1% |
| 3M | -1.0% | +18.7% | -19.7% | -3.9% |
| 6M | -9.3% | -9.0% | -0.2% | -9.2% |
| YTD | +3.6% | -3.3% | +6.9% | +1.7% |
| 1Y | +5.9% | +9.8% | -3.9% | +0.8% |
| All | +5.9% | +11.7% | -5.8% | +0.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling