+27.6%
IR vs COR
+74.4%
-46.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.8% | +3.2% | +1.4% |
| 7D | +3.7% | +0.8% | +2.9% | +3.7% |
| 30D | +7.4% | +5.1% | +2.3% | +7.6% |
| 3M | -5.9% | +2.8% | -8.8% | -5.9% |
| 6M | +5.6% | +32.5% | -27.0% | +6.4% |
| YTD | +4.8% | -0.7% | +5.5% | +4.9% |
| 1Y | +6.9% | -6.7% | +13.6% | +6.8% |
| 3Y | +27.6% | +73.7% | -46.2% | +25.7% |
| All | +27.6% | +74.4% | -46.8% | +25.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling