+124.3%
GOOGL vs COR
+81.1%
+43.2%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.3% | +1.8% | +2.2% |
| 7D | +1.6% | -1.2% | +2.7% | +1.4% |
| 30D | -16.8% | +7.6% | -24.4% | -15.8% |
| 3M | -14.6% | +5.0% | -19.6% | -13.8% |
| 6M | -24.4% | +35.3% | -59.7% | -20.7% |
| YTD | -6.1% | +4.2% | -10.3% | -4.1% |
| 1Y | +1.0% | -3.4% | +4.4% | +1.6% |
| All | +124.3% | +81.1% | +43.2% | +170.2% |
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