+396.0%
GE vs COR
+192.5%
+203.5%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +3.7% | +0.1% | +3.1% |
| 7D | +6.3% | +2.3% | +3.9% | +5.8% |
| 30D | +8.9% | +6.8% | +2.1% | +7.6% |
| 3M | -9.2% | +8.1% | -17.3% | -10.6% |
| 6M | +13.2% | +33.0% | -19.8% | +6.8% |
| YTD | +9.4% | +3.0% | +6.4% | +8.5% |
| 1Y | +9.8% | -3.4% | +13.2% | +11.0% |
| 3Y | +278.2% | +80.1% | +198.0% | +197.0% |
| 5Y | +396.0% | +194.7% | +201.3% | +177.8% |
| All | +396.0% | +192.5% | +203.5% | +177.8% |
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