+243.2%
INTC vs COR
+405.5%
-162.3%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.7% | -4.8% | -5.4% |
| 7D | +9.4% | -4.8% | +14.3% | +10.6% |
| 30D | +2.7% | -3.7% | +6.4% | +3.3% |
| 3M | -6.3% | +14.3% | -20.6% | -10.3% |
| 6M | +114.5% | -8.5% | +122.9% | +116.9% |
| YTD | +171.9% | -4.4% | +176.3% | +170.3% |
| 1Y | +305.0% | +9.1% | +295.9% | +284.5% |
| 3Y | +168.3% | +85.2% | +83.1% | +108.8% |
| 5Y | +102.3% | +180.7% | -78.4% | +34.5% |
| All | +243.2% | +405.5% | -162.3% | +97.8% |
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 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