+57.4%
INTC vs COR
+5.5%
+51.9%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +4.0% | -7.7% | -2.1% |
| 7D | -39.0% | +9.1% | -48.1% | -36.6% |
| 30D | -49.8% | +12.4% | -62.3% | -47.3% |
| 3M | -42.2% | +15.8% | -58.0% | -38.6% |
| 6M | -39.2% | +17.1% | -56.2% | -34.2% |
| YTD | +57.9% | +5.4% | +52.5% | +75.0% |
| 1Y | +57.4% | +3.5% | +53.8% | +74.2% |
| All | +57.4% | +5.5% | +51.9% | +74.2% |
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