+345.2%
IR vs COR
+417.9%
-72.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +3.7% | +1.0% | +3.7% |
| 7D | +5.0% | +2.3% | +2.7% | +4.3% |
| 30D | +10.3% | +6.8% | +3.6% | +8.3% |
| 3M | -0.1% | +8.1% | -8.2% | -2.5% |
| 6M | +14.8% | +33.0% | -18.2% | +5.3% |
| YTD | +9.7% | +3.0% | +6.8% | +7.2% |
| 1Y | +12.2% | -3.4% | +15.6% | +11.8% |
| 3Y | +30.0% | +80.1% | -50.1% | +2.3% |
| 5Y | +46.8% | +194.7% | -147.9% | -4.4% |
| All | +345.2% | +417.9% | -72.8% | +138.0% |
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