+11,715.7%
GOOG vs COR
+4,187.7%
+7,528.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.0% | -3.9% | -1.8% |
| 7D | +3.0% | +7.8% | -4.8% | +0.7% |
| 30D | -14.9% | +7.0% | -21.9% | -16.7% |
| 3M | -14.9% | +16.3% | -31.2% | -18.8% |
| 6M | -26.6% | +41.3% | -67.9% | -34.4% |
| YTD | -6.6% | +7.1% | -13.7% | -10.3% |
| 1Y | +5.1% | -0.8% | +5.9% | +3.4% |
| 3Y | +121.0% | +85.0% | +36.0% | +72.4% |
| 5Y | +97.3% | +203.9% | -106.5% | +27.6% |
| 10Y | +683.2% | +510.3% | +173.0% | +269.9% |
| All | +11,715.7% | +4,187.7% | +7,528.0% | +2,561.9% |
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 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