+2,327.2%
IBM vs COR
+17,545.2%
-15,218.0%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.6% |
| 3M | -21.6% | +22.7% | -44.3% | -24.4% |
| 6M | -4.7% | -9.7% | +5.0% | -3.4% |
| YTD | -19.1% | -1.4% | -17.7% | -19.4% |
| 1Y | -2.5% | +13.9% | -16.4% | -5.4% |
| 3Y | +74.2% | +94.0% | -19.8% | +53.1% |
| 5Y | +113.1% | +184.0% | -70.9% | +74.6% |
| 10Y | +133.5% | +406.8% | -273.2% | +71.2% |
| All | +2,327.2% | +17,545.2% | -15,218.0% | +1,138.6% |
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 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