-15.8%
F vs COR
+178.3%
-194.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | -0.4% |
| 7D | +1.6% | +0.8% | +0.7% | +1.4% |
| 30D | +2.6% | +5.1% | -2.5% | +1.9% |
| 3M | -8.8% | +2.8% | -11.6% | -9.3% |
| 6M | +4.6% | +32.5% | -27.9% | +0.1% |
| YTD | -1.9% | -0.7% | -1.2% | -2.3% |
| 1Y | -0.8% | -6.7% | +5.9% | +0.3% |
| 3Y | +43.5% | +73.7% | -30.2% | +15.8% |
| All | -15.8% | +178.3% | -194.1% | -47.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling