+1,452.4%
GE vs COR
+17,545.2%
-16,092.9%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.9% | +3.0% | +1.5% |
| 7D | -1.6% | +2.8% | -4.4% | -2.3% |
| 30D | -11.6% | +4.5% | -16.1% | -12.6% |
| 3M | +3.0% | +22.7% | -19.6% | -2.1% |
| 6M | -0.5% | -9.7% | +9.2% | +0.9% |
| YTD | +9.7% | -1.4% | +11.2% | +8.7% |
| 1Y | +20.0% | +13.9% | +6.1% | +14.5% |
| 3Y | +275.8% | +94.0% | +181.9% | +212.4% |
| 5Y | +429.1% | +184.0% | +245.1% | +299.9% |
| 10Y | +151.2% | +406.8% | -255.6% | +64.2% |
| All | +1,452.4% | +17,545.2% | -16,092.9% | +502.9% |
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