+3,553.2%
FIX vs COR
+486.2%
+3,067.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.0% | -4.3% | -2.5% |
| 7D | +9.4% | +7.8% | +1.6% | +6.5% |
| 30D | -27.8% | +7.0% | -34.8% | -29.6% |
| 3M | -35.6% | +16.3% | -51.8% | -39.3% |
| 6M | -45.2% | +41.3% | -86.5% | -53.0% |
| YTD | +19.5% | +7.1% | +12.3% | +14.0% |
| 1Y | +24.2% | -0.8% | +25.1% | +22.4% |
| 3Y | +494.2% | +85.0% | +409.2% | +325.5% |
| 5Y | +1,036.1% | +203.9% | +832.3% | +521.1% |
| All | +3,553.2% | +486.2% | +3,067.0% | +1,424.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling