+33.5%
EXC vs COR
+86.2%
-52.7%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.0% | -1.6% | +0.7% |
| 7D | +1.4% | +7.8% | -6.5% | -0.3% |
| 30D | +8.6% | +7.0% | +1.6% | +6.9% |
| 3M | +2.4% | +16.3% | -13.9% | -1.1% |
| 6M | +6.5% | +41.3% | -34.8% | -1.7% |
| YTD | +9.0% | +7.1% | +1.9% | +5.8% |
| 1Y | +4.6% | -0.8% | +5.4% | +3.8% |
| 3Y | +33.5% | +85.0% | -51.5% | +12.2% |
| All | +33.5% | +86.2% | -52.7% | +12.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling