+1,808.4%
INTC vs COR
+18,492.1%
-16,683.7%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.9% | -2.9% | -2.3% |
| 7D | -4.0% | +2.4% | -6.4% | -4.4% |
| 30D | -44.5% | +7.7% | -52.2% | -45.4% |
| 3M | -40.4% | +7.5% | -47.9% | -41.5% |
| 6M | -53.5% | +34.1% | -87.6% | -56.7% |
| YTD | +57.5% | +3.9% | +53.7% | +53.6% |
| 1Y | +51.2% | -3.6% | +54.8% | +49.6% |
| 3Y | +51.6% | +80.5% | -28.9% | +29.0% |
| 5Y | +23.5% | +194.9% | -171.4% | -6.3% |
| 10Y | +106.4% | +486.6% | -380.2% | +32.5% |
| All | +1,808.4% | +18,492.1% | -16,683.7% | +561.1% |
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