+620.7%
GEV vs COR
+38.4%
+582.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | -0.1% |
| 7D | +3.3% | +2.8% | +0.5% | +3.5% |
| 30D | -7.5% | +4.5% | -12.0% | -7.1% |
| 3M | -2.2% | +22.7% | -24.8% | -1.2% |
| 6M | +12.1% | -9.7% | +21.8% | +14.6% |
| YTD | +44.4% | -1.4% | +45.8% | +47.8% |
| 1Y | +57.7% | +13.9% | +43.7% | +62.3% |
| All | +620.7% | +38.4% | +582.3% | +671.7% |
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