+3,653.2%
FIX vs COR
+524.4%
+3,128.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.8% | +7.2% | +6.1% |
| 7D | -17.5% | +0.8% | -18.3% | -17.9% |
| 30D | -41.6% | +5.1% | -46.7% | -42.8% |
| 3M | -40.6% | +2.8% | -43.4% | -41.6% |
| 6M | -49.4% | +32.5% | -81.9% | -55.6% |
| YTD | +9.2% | -0.7% | +9.8% | +7.0% |
| 1Y | +6.5% | -6.7% | +13.2% | +7.1% |
| 3Y | +448.7% | +73.7% | +375.0% | +300.9% |
| 5Y | +948.7% | +177.9% | +770.9% | +493.0% |
| All | +3,653.2% | +524.4% | +3,128.7% | +1,395.5% |
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 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