+81.0%
F vs COR
+534.3%
-453.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.7% | -3.0% | -0.5% |
| 7D | -0.6% | +2.3% | -3.0% | -1.4% |
| 30D | +2.9% | +6.8% | -3.9% | +0.9% |
| 3M | -9.5% | +8.1% | -17.6% | -11.7% |
| 6M | +4.0% | +33.0% | -29.0% | -5.0% |
| YTD | -1.3% | +3.0% | -4.2% | -3.7% |
| 1Y | -1.9% | -3.4% | +1.5% | -2.4% |
| 3Y | +53.5% | +80.1% | -26.7% | +19.4% |
| 5Y | -15.1% | +194.7% | -209.9% | -46.0% |
| 10Y | +81.0% | +512.3% | -431.3% | -9.7% |
| All | +81.0% | +534.3% | -453.4% | -9.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling