+11,697.7%
GOOGL vs COR
+4,070.5%
+7,627.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.3% | +1.8% | +2.0% |
| 7D | +1.6% | -1.2% | +2.7% | +1.9% |
| 30D | -16.8% | +7.6% | -24.4% | -18.7% |
| 3M | -14.6% | +5.0% | -19.6% | -16.1% |
| 6M | -24.4% | +35.3% | -59.7% | -31.5% |
| YTD | -6.1% | +4.2% | -10.3% | -9.0% |
| 1Y | +1.0% | -3.4% | +4.4% | +0.2% |
| 3Y | +123.4% | +81.1% | +42.3% | +75.3% |
| 5Y | +103.2% | +195.8% | -92.6% | +32.4% |
| 10Y | +667.7% | +493.6% | +174.1% | +265.4% |
| All | +11,697.7% | +4,070.5% | +7,627.2% | +2,579.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling