+1,528.4%
EXC vs COR
+17,545.2%
-16,016.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.8% | -0.7% |
| 7D | +0.3% | +2.8% | -2.5% | -0.2% |
| 30D | -3.7% | +4.5% | -8.3% | -4.6% |
| 3M | -1.3% | +22.7% | -24.0% | -5.0% |
| 6M | -9.7% | -9.7% | 0.0% | -8.5% |
| YTD | +2.9% | -1.4% | +4.3% | +2.4% |
| 1Y | +4.4% | +13.9% | -9.5% | +1.1% |
| 3Y | +22.2% | +94.0% | -71.7% | +7.1% |
| 5Y | +46.7% | +184.0% | -137.3% | +19.8% |
| 10Y | +155.3% | +406.8% | -251.4% | +86.1% |
| All | +1,528.4% | +17,545.2% | -16,016.9% | +656.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling