+97.7%
GOOG vs COR
+203.9%
-106.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.0% | -3.9% | -1.0% |
| 7D | +3.0% | +7.8% | -4.8% | +2.9% |
| 30D | -14.9% | +7.0% | -21.9% | -14.9% |
| 3M | -14.9% | +16.3% | -31.2% | -15.0% |
| 6M | -26.6% | +41.3% | -67.9% | -27.2% |
| YTD | -6.6% | +7.1% | -13.7% | -6.1% |
| 1Y | +5.1% | -0.8% | +5.9% | +6.3% |
| 3Y | +121.0% | +85.0% | +36.0% | +99.1% |
| All | +97.7% | +203.9% | -106.2% | +43.9% |
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 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