+111.9%
INTC vs COR
+486.2%
-374.2%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.0% | -5.5% | -3.2% |
| 7D | +6.0% | +7.8% | -1.8% | +4.2% |
| 30D | -39.2% | +7.0% | -46.2% | -40.2% |
| 3M | -42.9% | +16.3% | -59.2% | -45.2% |
| 6M | -50.4% | +41.3% | -91.7% | -55.3% |
| YTD | +61.7% | +7.1% | +54.5% | +56.1% |
| 1Y | +66.1% | -0.8% | +67.0% | +64.2% |
| 3Y | +58.1% | +85.0% | -26.8% | +23.1% |
| 5Y | +27.9% | +203.9% | -176.0% | -18.6% |
| All | +111.9% | +486.2% | -374.2% | +8.8% |
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