+140.7%
GOOG vs COR
+85.9%
+54.8%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -2.2% |
| 7D | -1.6% | -3.9% | +2.3% | -2.2% |
| 30D | -7.7% | -0.3% | -7.3% | -7.6% |
| 3M | -9.3% | +15.9% | -25.2% | -7.0% |
| 6M | +7.4% | -10.3% | +17.7% | +6.6% |
| YTD | +4.9% | -3.7% | +8.6% | +5.7% |
| 1Y | +37.2% | +9.1% | +28.1% | +43.5% |
| All | +140.7% | +85.9% | +54.8% | +192.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling