+132.5%
GOOGL vs COR
+180.2%
-47.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -2.3% |
| 7D | -1.9% | -3.9% | +2.0% | -1.8% |
| 30D | -7.5% | -0.3% | -7.1% | -7.5% |
| 3M | -9.2% | +15.9% | -25.0% | -9.6% |
| 6M | +8.1% | -10.3% | +18.3% | +9.2% |
| YTD | +5.8% | -3.7% | +9.5% | +6.4% |
| 1Y | +38.3% | +9.1% | +29.3% | +38.1% |
| 3Y | +144.8% | +86.6% | +58.2% | +113.0% |
| 5Y | +132.5% | +180.9% | -48.4% | +77.3% |
| All | +132.5% | +180.2% | -47.7% | +77.3% |
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