+95.1%
F vs COR
+405.8%
-310.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.9% | +3.3% | +2.0% |
| 7D | +5.3% | +2.8% | +2.6% | +4.5% |
| 30D | +4.6% | +4.5% | +0.1% | +3.1% |
| 3M | -3.7% | +22.7% | -26.3% | -9.5% |
| 6M | +16.8% | -9.7% | +26.6% | +19.4% |
| YTD | +15.3% | -1.4% | +16.7% | +14.1% |
| 1Y | +31.0% | +13.9% | +17.1% | +23.3% |
| 3Y | +45.4% | +94.0% | -48.5% | +11.3% |
| 5Y | +54.7% | +184.0% | -129.4% | +2.3% |
| All | +95.1% | +405.8% | -310.7% | +14.0% |
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 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