+131.6%
IBM vs COR
+397.4%
-265.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.7% | -0.6% |
| 7D | +0.3% | -1.9% | +2.2% | +0.9% |
| 30D | -1.5% | +1.5% | -3.0% | -2.1% |
| 3M | -16.8% | +18.7% | -35.5% | -20.9% |
| 6M | -9.0% | -9.0% | 0.0% | -7.2% |
| YTD | -20.1% | -3.3% | -16.8% | -20.2% |
| 1Y | -7.0% | +9.8% | -16.9% | -11.0% |
| 3Y | +72.4% | +87.4% | -15.0% | +37.0% |
| 5Y | +112.0% | +180.5% | -68.5% | +45.5% |
| 10Y | +131.6% | +398.1% | -266.6% | +38.9% |
| All | +131.6% | +397.4% | -265.8% | +38.9% |
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