+149.5%
GOOGL vs COR
+86.7%
+62.8%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | -0.3% |
| 7D | +1.1% | -1.9% | +3.0% | +0.8% |
| 30D | -4.4% | +1.5% | -6.0% | -4.1% |
| 3M | -6.8% | +18.7% | -25.5% | -4.2% |
| 6M | +13.6% | -9.0% | +22.6% | +12.9% |
| YTD | +8.3% | -3.3% | +11.6% | +9.2% |
| 1Y | +44.9% | +9.8% | +35.1% | +51.7% |
| All | +149.5% | +86.7% | +62.8% | +202.6% |
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