+740.7%
GOOGL vs COR
+405.5%
+335.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.7% |
| 7D | -2.8% | -4.8% | +2.0% | -1.9% |
| 30D | -3.2% | -3.7% | +0.5% | -2.6% |
| 3M | -6.6% | +14.3% | -21.0% | -9.4% |
| 6M | +8.5% | -8.5% | +16.9% | +9.7% |
| YTD | +6.5% | -4.4% | +10.9% | +6.4% |
| 1Y | +39.4% | +9.1% | +30.3% | +34.9% |
| 3Y | +146.2% | +85.2% | +61.0% | +102.9% |
| 5Y | +138.3% | +180.7% | -42.3% | +72.6% |
| All | +740.7% | +405.5% | +335.2% | +456.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling