+436.7%
GE vs COR
+180.8%
+255.9%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.2% | -0.3% |
| 7D | +1.2% | -1.9% | +3.1% | +1.5% |
| 30D | -9.5% | +1.5% | -11.0% | -9.8% |
| 3M | +4.1% | +18.7% | -14.6% | +0.2% |
| 6M | +3.9% | -9.0% | +13.0% | +6.6% |
| YTD | +9.0% | -3.3% | +12.3% | +9.4% |
| 1Y | +21.9% | +9.8% | +12.1% | +16.9% |
| 3Y | +281.8% | +87.4% | +194.4% | +186.7% |
| 5Y | +436.7% | +180.5% | +256.2% | +210.5% |
| All | +436.7% | +180.8% | +255.9% | +210.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling