-2.5%
IBM vs COR
+12.8%
-15.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +1.9% | +0.4% |
| 7D | -0.3% | +2.8% | -3.1% | -0.8% |
| 30D | +0.3% | +4.5% | -4.3% | -0.7% |
| 3M | -21.6% | +22.7% | -44.3% | -24.0% |
| 6M | -4.7% | -9.7% | +5.0% | -4.6% |
| YTD | -19.1% | -1.4% | -17.7% | -20.2% |
| 1Y | -2.5% | +13.9% | -16.4% | +0.6% |
| All | -2.5% | +12.8% | -15.3% | +0.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling