+2,431.7%
IBM vs COR
+17,684.4%
-15,252.7%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +0.9% | -0.5% |
| 7D | -5.0% | +0.8% | -5.8% | -5.1% |
| 30D | +11.1% | +5.1% | +6.0% | +10.1% |
| 3M | +5.7% | +2.8% | +2.9% | +5.1% |
| 6M | +10.1% | +32.5% | -22.4% | +4.8% |
| YTD | -15.6% | -0.7% | -15.0% | -16.1% |
| 1Y | -19.5% | -6.7% | -12.8% | -19.1% |
| 3Y | +80.4% | +73.7% | +6.7% | +61.7% |
| 5Y | +140.0% | +177.9% | -37.9% | +97.3% |
| 10Y | +155.0% | +533.8% | -378.8% | +81.6% |
| All | +2,431.7% | +17,684.4% | -15,252.7% | +1,189.8% |
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