+12,471.5%
FIX vs COR
+8,675.9%
+3,795.5%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.9% | +3.8% | +2.4% |
| 7D | +6.0% | +2.8% | +3.3% | +5.3% |
| 30D | -7.2% | +4.5% | -11.8% | -8.4% |
| 3M | -15.9% | +22.7% | -38.5% | -20.7% |
| 6M | +12.7% | -9.7% | +22.5% | +14.1% |
| YTD | +72.8% | -1.4% | +74.2% | +71.1% |
| 1Y | +122.9% | +13.9% | +109.0% | +112.2% |
| 3Y | +774.3% | +94.0% | +680.4% | +614.3% |
| 5Y | +2,049.5% | +184.0% | +1,865.5% | +1,484.9% |
| 10Y | +5,821.5% | +406.8% | +5,414.7% | +3,641.1% |
| All | +12,471.5% | +8,675.9% | +3,795.5% | +5,910.7% |
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