+278.2%
GE vs COR
+80.2%
+198.0%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +3.7% | +0.1% | +3.5% |
| 7D | +6.3% | +2.3% | +3.9% | +6.1% |
| 30D | +8.9% | +6.8% | +2.1% | +8.5% |
| 3M | -9.2% | +8.1% | -17.3% | -9.6% |
| 6M | +13.2% | +33.0% | -19.8% | +11.5% |
| YTD | +9.4% | +3.0% | +6.4% | +10.2% |
| 1Y | +9.8% | -3.4% | +13.2% | +11.6% |
| 3Y | +278.2% | +80.1% | +198.0% | +240.5% |
| All | +278.2% | +80.2% | +198.0% | +240.5% |
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 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