+227.1%
LOW vs COR
+405.5%
-178.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.8% |
| 7D | -2.6% | -4.8% | +2.2% | -1.3% |
| 30D | -11.1% | -3.7% | -7.5% | -10.3% |
| 3M | -8.5% | +14.3% | -22.8% | -12.0% |
| 6M | -20.8% | -8.5% | -12.4% | -19.5% |
| YTD | -17.2% | -4.4% | -12.8% | -17.3% |
| 1Y | -24.7% | +9.1% | -33.9% | -28.1% |
| 3Y | -9.7% | +85.2% | -94.9% | -28.8% |
| 5Y | +6.0% | +180.7% | -174.7% | -28.6% |
| All | +227.1% | +405.5% | -178.4% | +81.5% |
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