+101.1%
GOOGL vs COR
+203.9%
-102.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.0% | -3.9% | -1.0% |
| 7D | +3.9% | +7.8% | -4.0% | +3.7% |
| 30D | -14.9% | +7.0% | -21.9% | -15.0% |
| 3M | -14.6% | +16.3% | -30.8% | -14.7% |
| 6M | -26.4% | +41.3% | -67.7% | -27.1% |
| YTD | -5.3% | +7.1% | -12.5% | -4.9% |
| 1Y | +6.5% | -0.8% | +7.3% | +7.6% |
| 3Y | +126.0% | +85.0% | +41.1% | +103.3% |
| All | +101.1% | +203.9% | -102.7% | +46.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling