+1,909.2%
INTC vs COR
+18,527.9%
-16,618.6%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -1.9% | -2.1% |
| 7D | +17.1% | +2.9% | +14.3% | +16.5% |
| 30D | -40.5% | +5.8% | -46.3% | -41.2% |
| 3M | -39.4% | +11.4% | -50.8% | -40.9% |
| 6M | -49.3% | +34.5% | -83.7% | -52.8% |
| YTD | +65.9% | +4.1% | +61.8% | +61.6% |
| 1Y | +61.5% | -3.1% | +64.7% | +59.6% |
| 3Y | +59.6% | +80.9% | -21.3% | +35.7% |
| 5Y | +31.2% | +195.1% | -164.0% | -0.5% |
| 10Y | +116.6% | +492.7% | -376.1% | +38.8% |
| All | +1,909.2% | +18,527.9% | -16,618.6% | +595.8% |
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 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