+1,458.4%
GE vs COR
+18,492.1%
-17,033.8%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.1% | +0.5% |
| 7D | +5.4% | +2.4% | +3.0% | +4.8% |
| 30D | +9.6% | +7.7% | +2.0% | +7.8% |
| 3M | -7.7% | +7.5% | -15.2% | -9.4% |
| 6M | +14.0% | +34.1% | -20.1% | +6.0% |
| YTD | +10.2% | +3.9% | +6.3% | +7.8% |
| 1Y | +8.9% | -3.6% | +12.6% | +8.4% |
| 3Y | +273.7% | +80.5% | +193.1% | +216.4% |
| 5Y | +410.2% | +194.9% | +215.4% | +282.2% |
| 10Y | +157.4% | +486.6% | -329.2% | +64.0% |
| All | +1,458.4% | +18,492.1% | -17,033.8% | +497.7% |
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