+10.1%
LOW vs COR
+197.2%
-187.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.5% | -0.2% |
| 7D | +1.0% | -1.2% | +2.1% | +1.1% |
| 30D | +25.6% | +7.6% | +18.0% | +24.4% |
| 3M | +5.3% | +5.0% | +0.3% | +4.6% |
| 6M | +3.7% | +35.3% | -31.6% | -0.1% |
| YTD | -1.9% | +4.2% | -6.1% | -2.8% |
| 1Y | +0.6% | -3.4% | +4.0% | +0.9% |
| 3Y | +26.4% | +81.1% | -54.7% | +9.5% |
| 5Y | +10.1% | +195.8% | -185.7% | -17.7% |
| All | +10.1% | +197.2% | -187.1% | -17.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling