+3,045.1%
INTC vs COR
+17,545.2%
-14,500.1%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -1.9% | +6.4% | +4.9% |
| 7D | +7.1% | +2.8% | +4.3% | +6.5% |
| 30D | -5.2% | +4.5% | -9.7% | -6.3% |
| 3M | -14.3% | +22.7% | -37.0% | -18.6% |
| 6M | +110.2% | -9.7% | +119.9% | +112.0% |
| YTD | +159.6% | -1.4% | +161.0% | +156.4% |
| 1Y | +289.3% | +13.9% | +275.3% | +271.2% |
| 3Y | +166.1% | +94.0% | +72.1% | +122.8% |
| 5Y | +94.4% | +184.0% | -89.6% | +48.8% |
| 10Y | +227.7% | +406.8% | -179.1% | +116.1% |
| All | +3,045.1% | +17,545.2% | -14,500.1% | +1,003.7% |
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