+301.4%
F vs COR
+17,684.4%
-17,382.9%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | -0.3% |
| 7D | +1.6% | +0.8% | +0.7% | +1.4% |
| 30D | +2.6% | +5.1% | -2.5% | +1.6% |
| 3M | -8.8% | +2.8% | -11.6% | -9.4% |
| 6M | +4.6% | +32.5% | -27.9% | -1.6% |
| YTD | -1.9% | -0.7% | -1.2% | -2.9% |
| 1Y | -0.8% | -6.7% | +5.9% | -0.5% |
| 3Y | +43.5% | +73.7% | -30.2% | +24.5% |
| 5Y | -12.1% | +177.9% | -189.9% | -31.3% |
| 10Y | +83.6% | +533.8% | -450.1% | +19.5% |
| All | +301.4% | +17,684.4% | -17,382.9% | +70.3% |
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