+55.2%
HYG vs COR
+406.5%
-351.3%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | -0.7% | -2.8% | +2.1% | -0.5% |
| 30D | -0.7% | +2.6% | -3.3% | -1.0% |
| 3M | -0.2% | +14.5% | -14.7% | -1.5% |
| 6M | +1.4% | -7.8% | +9.2% | +1.9% |
| YTD | +1.5% | -4.2% | +5.7% | +1.5% |
| 1Y | +2.9% | +7.0% | -4.1% | +1.7% |
| 3Y | +25.6% | +85.5% | -59.9% | +16.5% |
| 5Y | +18.6% | +181.2% | -162.6% | +4.6% |
| All | +55.2% | +406.5% | -351.3% | +32.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling