+13,444.1%
GOOG vs COR
+3,844.9%
+9,599.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.8% | -0.5% |
| 7D | -2.1% | +2.8% | -4.9% | -2.9% |
| 30D | -6.8% | +4.5% | -11.4% | -8.2% |
| 3M | -9.1% | +22.7% | -31.7% | -14.9% |
| 6M | +10.7% | -9.7% | +20.4% | +12.7% |
| YTD | +7.1% | -1.4% | +8.5% | +5.6% |
| 1Y | +44.6% | +13.9% | +30.7% | +35.8% |
| 3Y | +147.4% | +94.0% | +53.5% | +89.0% |
| 5Y | +133.8% | +184.0% | -50.2% | +54.2% |
| 10Y | +777.5% | +406.8% | +370.8% | +339.0% |
| All | +13,444.1% | +3,844.9% | +9,599.3% | +3,034.0% |
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 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