+506.7%
FIX vs COR
+80.2%
+426.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +3.7% | +5.8% | +9.7% |
| 7D | -7.2% | +2.3% | -9.6% | -7.0% |
| 30D | -35.1% | +6.8% | -41.9% | -34.7% |
| 3M | -34.3% | +8.1% | -42.4% | -33.8% |
| 6M | -42.9% | +33.0% | -75.9% | -42.7% |
| YTD | +19.5% | +3.0% | +16.5% | +23.5% |
| 1Y | +16.8% | -3.4% | +20.2% | +20.2% |
| 3Y | +506.7% | +80.1% | +426.6% | +605.0% |
| All | +506.7% | +80.2% | +426.5% | +605.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling