-3.3%
F vs COR
-3.4%
+0.1%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -0.8% |
| 7D | +1.0% | +2.4% | -1.4% | +0.9% |
| 30D | +2.1% | +7.7% | -5.5% | +2.0% |
| 3M | -10.3% | +7.5% | -17.8% | -10.4% |
| 6M | +3.3% | +34.1% | -30.9% | +4.2% |
| YTD | -2.0% | +3.9% | -5.8% | -2.1% |
| All | -3.3% | -3.4% | +0.1% | -2.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling