+606.9%
GEV vs COR
+34.2%
+572.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.7% | -2.1% | -2.9% |
| 7D | -1.9% | -4.8% | +2.9% | -2.3% |
| 30D | -8.7% | -3.7% | -5.0% | -8.9% |
| 3M | +6.6% | +14.3% | -7.7% | +7.4% |
| 6M | +10.2% | -8.5% | +18.7% | +12.1% |
| YTD | +41.6% | -4.4% | +46.0% | +44.6% |
| 1Y | +43.9% | +9.1% | +34.8% | +47.7% |
| All | +606.9% | +34.2% | +572.7% | +655.0% |
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