+304.4%
F vs COR
+18,010.7%
-17,706.3%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.0% | +2.9% | -0.3% |
| 7D | +1.4% | +2.8% | -1.4% | +0.8% |
| 30D | +2.0% | +7.4% | -5.3% | +0.5% |
| 3M | -10.4% | +7.3% | -17.7% | -11.8% |
| 6M | +9.7% | +11.5% | -1.8% | +6.4% |
| YTD | -1.2% | +1.2% | -2.4% | -2.5% |
| 1Y | 0.0% | -3.3% | +3.3% | -0.4% |
| 3Y | +41.1% | +78.5% | -37.4% | +21.7% |
| 5Y | -11.4% | +183.0% | -194.4% | -31.0% |
| 10Y | +85.0% | +545.4% | -460.4% | +19.9% |
| All | +304.4% | +18,010.7% | -17,706.3% | +70.9% |
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