+157.4%
GE vs COR
+505.6%
-348.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.1% | +0.4% |
| 7D | +5.4% | +2.4% | +3.0% | +4.4% |
| 30D | +9.6% | +7.7% | +2.0% | +6.6% |
| 3M | -7.7% | +7.5% | -15.2% | -10.4% |
| 6M | +14.0% | +34.1% | -20.1% | +1.0% |
| YTD | +10.2% | +3.9% | +6.3% | +6.2% |
| 1Y | +8.9% | -3.6% | +12.6% | +8.4% |
| 3Y | +273.7% | +80.5% | +193.1% | +172.4% |
| 5Y | +410.2% | +194.9% | +215.4% | +188.5% |
| 10Y | +157.4% | +486.6% | -329.2% | +11.2% |
| All | +157.4% | +505.6% | -348.2% | +11.2% |
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 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