+46.2%
EXC vs COR
+180.8%
-134.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.9% | +2.6% | +1.3% |
| 7D | +1.2% | -1.9% | +3.1% | +1.8% |
| 30D | -2.7% | +1.5% | -4.2% | -3.3% |
| 3M | -1.0% | +18.7% | -19.7% | -6.2% |
| 6M | -9.3% | -9.0% | -0.2% | -7.3% |
| YTD | +3.6% | -3.3% | +6.9% | +3.1% |
| 1Y | +5.9% | +9.8% | -3.9% | +0.3% |
| 3Y | +21.3% | +87.4% | -66.1% | -7.9% |
| 5Y | +46.2% | +180.5% | -134.3% | -4.0% |
| All | +46.2% | +180.8% | -134.6% | -4.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling