+1,602.2%
EXC vs COR
+17,684.4%
-16,082.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.8% | -0.2% | -1.6% |
| 7D | -1.2% | +0.8% | -2.0% | -1.3% |
| 30D | +10.0% | +5.1% | +4.8% | +8.9% |
| 3M | +1.6% | +2.8% | -1.2% | +0.9% |
| 6M | +3.3% | +32.5% | -29.3% | -2.1% |
| YTD | +7.6% | -0.7% | +8.2% | +6.8% |
| 1Y | +3.5% | -6.7% | +10.2% | +3.9% |
| 3Y | +27.7% | +73.7% | -46.1% | +14.0% |
| 5Y | +41.1% | +177.9% | -136.7% | +15.7% |
| 10Y | +178.2% | +533.8% | -355.6% | +96.5% |
| All | +1,602.2% | +17,684.4% | -16,082.1% | +689.1% |
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