+117.4%
INTC vs COR
+469.4%
-351.9%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -1.9% | -2.0% |
| 7D | +17.1% | +2.9% | +14.3% | +16.4% |
| 30D | -40.5% | +5.8% | -46.3% | -41.3% |
| 3M | -39.4% | +11.4% | -50.8% | -41.1% |
| 6M | -49.3% | +34.5% | -83.7% | -53.7% |
| YTD | +65.9% | +4.1% | +61.8% | +61.3% |
| 1Y | +61.5% | -3.1% | +64.7% | +60.4% |
| 3Y | +59.6% | +80.9% | -21.3% | +24.8% |
| 5Y | +31.2% | +195.1% | -164.0% | -15.9% |
| All | +117.4% | +469.4% | -351.9% | +12.4% |
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