+9.1%
IR vs COR
+5.5%
+3.6%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.0% | -4.4% | -0.6% |
| 7D | +11.6% | +9.1% | +2.4% | +11.3% |
| 30D | +7.2% | +12.4% | -5.2% | +6.9% |
| 3M | -5.9% | +15.8% | -21.7% | -6.2% |
| 6M | +11.5% | +17.1% | -5.6% | +10.7% |
| YTD | +6.3% | +5.4% | +0.9% | +5.5% |
| 1Y | +9.1% | +3.5% | +5.6% | +8.7% |
| All | +9.1% | +5.5% | +3.6% | +8.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling