+371.8%
F vs COR
+17,545.2%
-17,173.4%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.9% | +3.3% | +1.8% |
| 7D | +5.3% | +2.8% | +2.6% | +4.7% |
| 30D | +4.6% | +4.5% | +0.1% | +3.5% |
| 3M | -3.7% | +22.7% | -26.3% | -7.9% |
| 6M | +16.8% | -9.7% | +26.6% | +18.4% |
| YTD | +15.3% | -1.4% | +16.7% | +14.4% |
| 1Y | +31.0% | +13.9% | +17.1% | +25.8% |
| 3Y | +45.4% | +94.0% | -48.5% | +23.2% |
| 5Y | +54.7% | +184.0% | -129.4% | +20.4% |
| 10Y | +98.2% | +406.8% | -308.5% | +34.0% |
| All | +371.8% | +17,545.2% | -17,173.4% | +100.5% |
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