+7,433.0%
FIX vs COR
+8,907.4%
-1,474.4%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -4.0% | -7.5% | -10.6% |
| 7D | -27.2% | +2.8% | -30.0% | -27.8% |
| 30D | -46.9% | +7.4% | -54.3% | -47.9% |
| 3M | -44.4% | +7.3% | -51.7% | -45.6% |
| 6M | -50.9% | +11.5% | -62.4% | -53.0% |
| YTD | +3.5% | +1.2% | +2.4% | +1.6% |
| 1Y | -2.1% | -3.3% | +1.2% | -2.9% |
| 3Y | +418.7% | +78.5% | +340.3% | +332.9% |
| 5Y | +894.6% | +183.0% | +711.6% | +632.3% |
| 10Y | +3,465.5% | +545.4% | +2,920.1% | +2,047.6% |
| All | +7,433.0% | +8,907.4% | -1,474.4% | +3,470.2% |
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